I'm going to go with a nondirectional bias here (pretty much always do).
Here are the metrics for both a run of the mill one standard deviation short strangle, as well as an iron condor:
April 8th 54/68.5 short strangle Probability of Profit: 70% Max Profit: 1.30/contract ($130) Buying Power Effect/Max Risk: ~616/undefined Break Evens: 55.30/67.20
April 15 50/54/68.5/72.5 iron condor Probability of Profit: 68% Max Profit: 1.00/contract ($100) Buying Power Effect/Max Risk: 301/contract Break Evens: 53.01/69.49
Notes: I had to go a touch farther out in time for the iron condor to get the long options strikes I wanted, but it'll still yield about 100/contract ... . Look to take either setup off at 50% max profit on the volatility contraction that is likely to occur post earnings.
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Had to tweak the setup slightly to a 54/68 (same expiry). Filled for a 1.30 credit ($130)/contract.