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3 Asymmetric Plays
Before Earnings Season
Featured Setup · Long Call Spread
NVDA
$135/$145 Call Spread · Aug Exp · IV Rank 28
Target: +180% on debit · Risk defined
Income Play · Short Put
SPY
$515 Put · 21 DTE · 30Δ · Premium $4.20
Credit: $420/contract · P50 above 87%
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01

The Lead Trade

One high-conviction options setup broken down completely — ticker, strike, expiration, IV context, max risk, and the thesis. No vague ideas. We tell you exactly what we're looking at.

02

Volatility Radar

Where is implied volatility cheap vs. rich right now? We scan the market for IV rank dislocations and tell you which plays are skewed in your favor before you enter.

03

2–4 Supporting Setups

Beyond the lead trade, we layer in additional plays across sectors — spreads, short premium, directional calls — so you have a full menu to work from, not just one idea.

04

Macro + Catalyst Calendar

What's moving the market in the next two weeks? Fed dates, earnings catalysts, economic prints — we map out the events that create options opportunity and tell you how to position around them.

05

Trade Review

Every issue opens with an honest review of the prior issue's setups — what hit, what missed, and why. No cherry-picking. The accountability is built in.

06

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Every issue lives permanently in your member portal. Search by ticker, strategy, or date. Build your own playbook from the archive. Never lose a setup again.

"Blue Horseshoe loves asymmetric risk. Not reckless — calculated. The edge belongs to traders who understand volatility, define their risk, and size their conviction with discipline."
— The Blue Horseshoe Note, Issue #1
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  • Vol. 8 — 3 Asymmetric Plays Before Earnings Season Jun 1, 2026
  • Vol. 7 — Selling Premium Into a Complacent Market May 15, 2026
  • Vol. 6 — The Rate Decision Play: Straddles & Strangles May 1, 2026
  • Vol. 5 — Tech Earnings Setups: NVDA, META, MSFT Apr 15, 2026
  • Vol. 4 — Short Gamma, Long Edge Apr 1, 2026
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