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Strategies & Market Trends : The Final Frontier - Online Remote Trading
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To: LPS5 who wrote (8595)1/10/2001 12:11:42 PM
From: KFE  Read Replies (2) of 12617
 
LPS5,

Traders Say Reg FD And Decimals To Have Big Impact On Securities Industry

The effect of Reg FD is the only reason that I can come with to explain the unusual volatility skews happening between the front month and subsequent month options. Many stocks reporting earnings in the next week have the implied volatility of the front month options skyrocketing beyond what is normal before earnings announcements. I do scans to detect the skews and there have been a highly unusual amount of them meeting the criteria. The increased uncertainty surrounding an earnings announcement because of Reg FD probably has much to do with the short term increased Implied volatility.

Regards,

Ken
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