Options Strategies: Index
Earnings dates
http://www.optionslam.com/gap.html
asr: good discussion, it seems you can see IV historically last 3/6 months etc.. where?
http://forum.optionslam.com/viewtopic.php?t=214
I think ITWO pre earnings IV was low historically (high 50's cmp to 120% and 100% for last 2 earnings), and HV has jumped from high 20's towards IV as ITWO price dropped 20% on earnings day. In addition the market may be anticpating further news (most likely bad) and hence volatility.
Grant
Tuesday, October 21, 2008
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