Trade Around Market-Moving Events
Event-driven trading starts with a clear catalyst, a measurable expected move and a plan for how volatility may change before and after the announcement. This course organizes that process into a repeatable framework.
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Match the Strategy to the Catalyst
Compare straddles, strangles, vertical spreads, calendars and diagonals, then choose a structure that fits the event thesis, expected direction, implied volatility and timing.
- Identify and rank scheduled and unscheduled catalysts.
- Measure expected moves and event volatility premium.
- Select strikes and expirations around the event date.
- Plan entries and exits before risk increases.
Control Binary and Volatility Risk
The later modules focus on position sizing, gap risk, volatility crush, delayed events and post-announcement adjustments, followed by practical case studies and a complete catalyst trading plan.
- Set maximum loss before entering the trade.
- Adjust when the catalyst or timing changes.
- Study earnings, merger and regulatory examples.
- Build a disciplined event-driven workflow.
