Quote from drownpruf:
Yeah, I don't trust it as I checked it earlier in the week and it wasn't listed on the IR page. I think they f*cked up and added it this weekend. Vols drop on Monday.
You know I had a feeling too.... damnit.
I don't think it will be a big shift either, but we shall see. Either way the 3.8% ATM straddle is not worth holding for an expiry right before earnings expiry.
