F forex-forex Oct 23, 2007 #21 Quote from neophytenate: Generally, it is exremely likely that IV will drop after EA. More... One of the few exceptions - or only - would be a massive move after earnings, like 25% or so depending on the stock. Some stocks might require a 50% move to increase IV after earnings and I believe a drop will impact IV more than an increase.
Quote from neophytenate: Generally, it is exremely likely that IV will drop after EA. More... One of the few exceptions - or only - would be a massive move after earnings, like 25% or so depending on the stock. Some stocks might require a 50% move to increase IV after earnings and I believe a drop will impact IV more than an increase.
