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Biotech / Medical : Biotech Valuation
CRSP 53.85-4.5%Jan 9 9:30 AM EST
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To: Biomaven who wrote (23520)4/24/2007 6:05:35 AM
From: Robohogs  Read Replies (2) of 52153
 
Hey Peter,

I just looked over the map again from Friday's close. It is very weird. The May profile was downward slope all the way out to 30s for the calls. Usual pattern is low vol around the current spot price and with up-slopes either side (can be off 1-2 strikes but by 4+ with no increase along curve). This would seem to indicate not a lot of deep OTM calls being bought for whatever reason.

In the Mays, OI in the puts is much higher than in the calls and volumes were much, much larger. The put vols bottomed in the 22.50 strike - a weird place to bottom. Put vols were much higher. Numbers will be a bit better on Monday data.

Jon
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