UPS options analysis for Q2 2016 earnings

July 26, 2016

Options Backtesting Results

Historical average return: -$33.77 (backtested over 3.3 years)
Historical success probability: 43.2%


Selling weekly straddles in advance of UPS earnings has generally been an unsuccessful strategy over the past three years.

Sign up to view the full trade details and options backtesting analysis