RedditPP Mascot

RedditPP

r/thetagang • … • u/BenjaminHamnett

“Earning move analyzer” for EFTs

I’m a big fan of these charts on E*TRADE showing “expected move” of X% like 12%

Followed by the “actual move” of y% like 4% so I can see people have a history of burning money the underlying options.

But my biggest positions are in some narrow ETFs. I want to sell options on one I expect to spike today, I bought extra on a volatile one for call selling calls. I know they don’t have clear “earnings” to analyze on. Is there any way to see some equivalent? Like implied vs historical/realized volatility for ETFs?

— 0