Guest Posted August 12, 2013 Posted August 12, 2013 Looking at vxgog looks like there was significant drop today in IV (15.98 currently, which seem to be extremly low). Anyone any ideas why this would be the case? Could Friday expiry have effect on the subdued implied volatility? Other ideas? Quote
Guest Posted August 12, 2013 Posted August 12, 2013 GOOG 52 wk IV percentile is 9% right now. What do you think about putting on some calendars on GOOG like the IBM trade? possible news which may cause the stock to move: BBBY is now officially up for sale, i'm guessing GOOG / AAPL are both interested. Quote
Guest Posted August 13, 2013 Posted August 13, 2013 (edited) How about a Sept 885 Straddle which is currently priced at only 4.7%? I think that's cheap. With about 39 days to expiration I think we can see the stock easily move. Break even is 842 and 928. What you guys think? Edited August 13, 2013 by rajtpd Quote
Guest Posted August 13, 2013 Posted August 13, 2013 Would October one not overlap with next earnings release before expiry and keep value better? Quote
Guest Posted August 13, 2013 Posted August 13, 2013 This is actually a 3 year low, and there might be a trading opportunity here. Let me do some analysis and come back later. Kim, can you share the results of your analysis? Quote
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