At 4:00 PM on a Thursday, Daniel Kowalski's AMZN calls were up $4,200. By 9:31 AM Friday, he was down $23,000.

Amazon reported earnings after the close. Daniel knew it was coming. But his position was up 40% and the chart looked "perfect." He'd watched three YouTube videos that week explaining why Amazon was about to crush estimates. He decided to hold through earnings.

Amazon missed revenue expectations by 2%. The stock gapped down 9% at the open.

His calls — which had been worth $14,200 the night before — opened at $1,800. His stop loss, set at -20%, never triggered. The market had gapped through it while he was sleeping.

He sold at the open in a panic. Total loss: $23,000. His account — funded with a year of savings — was devastated.

He went to bed confident. He woke up broke.

He called it "the most expensive night of sleep I've ever had."

Source: CBOE — "Options and Earnings Risk" | CME Group — "Understanding Gap Risk in Options"



Overnight Gaps: The Silent Account Killer.

Here's what most retail options traders don't understand about gaps:

Between 4:00 PM and 9:30 AM, the regular market is closed. Your stop losses are inactive. But the forces that move stock prices — earnings reports, Fed announcements, geopolitical events, analyst upgrades and downgrades — don't stop when the market closes.

When the market reopens, prices adjust instantly to reflect everything that happened overnight. That adjustment is called a "gap." And for options traders, gaps are catastrophic because options pricing is nonlinear — a 9% stock move can mean a 70-90% loss on an options position.

Chart showing market gap down

Research from the CBOE shows that over 40% of the largest single-day stock moves in any given year occur at the market open — meaning the move happened overnight, while your stop loss was inactive.

Daniel's -20% stop was meaningless. The gap jumped right over it. By the time the market opened, he wasn't down 20%. He was down 87%.

Your stop loss is a daytime security guard. The market is a 24-hour operation.



The System That Manages Risk Before the Gap. It Costs $0 to Try.

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DragonAlgo's algorithm doesn't just give you entries and exits during market hours. It factors in upcoming catalysts — earnings reports, Fed meetings, economic data releases — and adjusts its signals accordingly. When the risk of an overnight gap is too high, the algorithm doesn't issue a hold signal. It tells you to exit before the event.

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9% stock gap = 80%+ options lossPosition sizing accounts for gap risk
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Daniel went to sleep confident and woke up devastated. An algorithm that accounts for overnight risk could have prevented it entirely. Try it free.

Sources:
CBOE — "Options and Earnings Risk" | CME Group — "Understanding Gap Risk in Options" | Journal of Financial Markets — "Overnight Returns" | DragonAlgo.com

Advertiser Disclosure: This is a sponsored article. MarketWire may receive compensation when you sign up through links in this article. All opinions are our own. Trading options involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results.