I just bought a November 100/105 call spread for $2.45 while BABA was trading at $102.80. It's now $103.35 and the spread is still 2.40@2.60. I'm trying to reconcile the lack of put-side skew on this. Anyone have thoughts?
Also, this suggests earnings coming out on October 25, but the weekly IVs don't suggest this. Scratching my head...
Also, this suggests earnings coming out on October 25, but the weekly IVs don't suggest this. Scratching my head...