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Technology Stocks : Intel Corporation (INTC)
INTC 41.41+2.2%Dec 5 9:30 AM EST
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To: ild who wrote (124978)1/16/2001 8:01:21 AM
From: GVTucker  Read Replies (2) of 186894
 
ild, RE: Amazing fact: Jan INTC puts are extremely cheap.

Actually, I cannot recall a time pre earnings when INTC puts have ever been this expensive.

At the money puts one month out have a volatility in excess of 73. Normal prior to earnings is closer to 65. As far as the Jan puts you're looking at, at the money puts have a volatility over 100. That's YHOO like volatility priced in.

What's the basis for your thought that the Jan puts are cheap?

It looks to me like a lot of people have hedged their risk.
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