June is a busy month for company events where executives try to sell investors and Wall Street analysts on the vision for the second half of the year and beyond. That creates opportunities for options traders, according to Goldman Sachs. John Marshall of Goldman's derivatives research team said in a note to clients that buying call options ahead of corporate investor days and analyst days tends to be a winning strategy. "Our research shows that call buying around analyst days has been a systematically profitable option buying strategy over the past 25 years. Buying calls 5 days before the analyst day and selling 1 day after has resulted in +18% return on premium on average and was profitable each year except 2008 and 2022 when macro moves overwhelmed the short-term alpha of the strategy,"
These stocks could see strong gains around their analyst days, Goldman says

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