The ultimate play:STRADDLES on earnings announcements. Message Board

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Strategies & Market Trends : The ultimate play:STRADDLES on earnings announcements.

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To: John Liu who wrote (103)	7/18/1997 9:02:00 PM
From: Jay Baca	of 140

Strangle experiment: At the close of Friday - here are Aug. option $'s for companies reporting earnings on Mon. and Tues. - let see if the strangles (out of the money straddles) are probitable. One contract each. ibm 100 put @ $425. ibm 110 call @ $412. = $837. psft 60 p @ $225. psft 65 c @ $350. = $575. mcaf 75 p @ $388. mcaf 80 c @ $450. = $ 833. Let see what happens next week! J geocities.com

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