when robinhood offering mortgages too now.... u kno som sh\*\* bout to happen...

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TJX at 140 / sh, mein gott. the company never loses

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I did similar, had for the last ~15yrs but only worth $200K now. I have 500 shares. I’m 45 and this is my largest singular holding. All advice I receive is to sell and diversify. One side (logical) agrees, but something deep inside is telling me it will eventually go up to $600, then split. Then within the next 5-10yrs, go back up to $600 or so. If this happens and splits 5:1 and goes back up to ~$600/sh. I’ll have $1.5M. Then I’ll sell….”some”. Lololol. ;). It’s very real that this could happen over the next decade, or sooner. With AI, ever-evolving battery tech, and robots. Could happen. Which I why I’m hodling.

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Sometimes knuckleheads who’ve historically lost with pot stocks buy 5000 sh at .41 and sold after the pop (this time) at $1.22 🍀

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Implied volatility is always super high before earnings. If the ticker moves up, but not by a lot, that IV will collapse and options could still lose value. IV crush is real and it is not your friend. You can only trade options during market hours. Here is an example of an ideal play: 1. You open the position right before market closes on earnings day. 2. Earnings is released after hours 3. Sh\*t ensues 4. You close your position when market opens the next day, hopefully at a profit (even a little one). The reason you enter the trade right before market closes on earnings day is simple: The goal is to bet specifically on the earnings announcement, not on the random market noise of the days leading up to it. A surprise headline or a sudden market dip earlier in the week could mess up your position before the main event even happens. Entering late isolates your bet on the earnings catalyst itself. You need to understand **Time Decay (Theta)** and **Implied Volatility (IV):** * **Time Decay (Theta)**: Options are like melting ice cubes; they lose a little bit of value every single day due to time decay (theta). This is especially true for the short-term weekly options you use for earnings plays. Why pay for two or three days of theta decay when the move you're betting on is only hours away? Getting in late minimizes this slow bleed. * **Implied Volatility (IV):** Implied Volatility (IV) is a measure of how much the market *thinks* a stock will move. Before earnings, IV skyrockets because uncertainty is at its peak. The price of options gets pumped up by this high IV. The moment the earnings are released, all that uncertainty vanishes. Poof. As a result, IV collapses—this is called "IV Crush" or "volatility crush." This collapse sucks the premium out of all options, both calls and puts. For Adobe specifically, I was able to make a 9% profit on my debit spread. It would have been more *if* I could have closed after hours. It would have been less *if* I had waited after opening to see if the price would rise. **Essentially, the strategy is to get in, capture the violent move from the earnings surprise, and get out before the secondary effects (IV crush, profit-taking, time decay) can take back your winnings, no matter how small or large those winnings may be.**

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It sucks being right but still getting screwed by the market: Bought OPEN puts @ $10.25, sold @ $9.15 for a net profit of $.08/sh... WTF?

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ANET was $60 / sh during the tariff drawdown. sad I didn't yolo

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The stock is 2%’sh off the ATH what exactly are you paying for tard ?

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I rem those days,Micron at 5/sh during Elpida woes.

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Congrats, you won the Meme game, for now. OPEN still has a sh\*t business model, and whatever $40m investment Khosla just gave them, that's not going to change (or allow them to compete with Zillow and/or RKT). Seeing that you're up 150%, TAKE SOME PROFITS (25-50%) and let the other part ride on "house money".

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