D drownpruf Nov 15, 2013 #1 From 55% vol in the 44s in Nov22 out to 50-line in the Dec20. The mkt will reset these to the 60-line, IMO. 50% in Dec20 is far too low. Buy the vol.
From 55% vol in the 44s in Nov22 out to 50-line in the Dec20. The mkt will reset these to the 60-line, IMO. 50% in Dec20 is far too low. Buy the vol.
S sle Nov 15, 2013 #3 dunno, man - it's not realising that this said, comparables (e.g. FB) have opened higher and drifted down IV-wise.
dunno, man - it's not realising that this said, comparables (e.g. FB) have opened higher and drifted down IV-wise.
D drownpruf Nov 15, 2013 #4 Quote from sle: dunno, man - it's not realising that this said, comparables (e.g. FB) have opened higher and drifted down IV-wise. More... We'll see!
Quote from sle: dunno, man - it's not realising that this said, comparables (e.g. FB) have opened higher and drifted down IV-wise. More... We'll see!
D drownpruf Nov 15, 2013 #5 Nov22 just broke 60% in the 44-strike. I think Dec implieds will hit 59-60 by end of next week.
D drownpruf Nov 15, 2013 #6 Dec20 44s up >200 from the open. I'll update when/if Dec20 ATM hits 5900.
this said, comparables (e.g. FB) have opened higher and drifted down IV-wise.
