(Today's Options Webinar ) For Any Directional Bias-Short Long Straddle Strategies-With Eric "The Wolfman" Wilkinson

This Week's Options Workshop With Eric "The Wolfman" Wilkinson View this email in your browser Free Options Webinar Thursday, August 22, 4:15 pm est JOIN US FOR Options Workshop-  Options Strategies for Any Directional Bias: Class # 4- When To Use Long Straddle Options Strategies       RESERVE YOUR SPOT TODAY Register Now Description: Traders often come up with a directional assumption, whether it is Up, Down or Sideways.  Well, what if the trader is unsure of the direction (Up or Down) but believes a big move is inevitable.  This might be a good time to try out the Long Strangle.  A Long Strangle is a very simple strategy to build but knowing how to increase ones probabilities of success with this strategy is where the art of creating higher success rate. Implementing the Long Strangle by using the correct strike location and knowing where volatility should be (for that underlying) can dramatically increase the probabilities of this dynamic strategy.   Join Eric "The Wolfman" Wilkinson, former Chicago Board of Trade floor trader and 25 year professional trader, as he explains how traders can increase the success rate of the Long Strangle by exploiting increasing volatility and capitalizing on a move in either direction of the underlying.    Click To Reserve Your Spot   See you there! The Wolfman Options Team Disclaimer:  www.wolfmanoptions.com (Company) is not an investment advisory service, nor a registered investment advisor or broker-dealer and does not purport to tell or suggest which securities or currencies customers should buy or sell for themselves. The analysts and employees or affiliates of Company may hold positions in the stocks, currencies or industries discussed here. 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Unlike an actual performance record, simulated results do not represent actual trading and may not be impacted by brokerage and other slippage fees. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. CFTC RULE 4.41 HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. Hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. All information on this website or any product purchased from this website is for educational purposes only and is not intended to provide financial advice. Any statements about profits or income, expressed or implied, does not represent a guarantee. 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