Ascend Communications (ASND) Message Board

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Technology Stocks : Ascend Communications (ASND)

ASND 201.08

+2.6%

3:59 PM EST

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next

To: Pullin-GS who wrote (22295)	11/10/1997 11:20:00 AM
From: Harry Ehrlich	Read Replies (1) of 61433

Implied Volatilities Again, my objective is to be in the correct position for this stock, be it long or short. I could use some help here. I have software that calculates implied volatility, based on 3 month t bill, options prices and current price. Currently options are clustered at 25 and 30. I have calculated the following implied volatilities based on calls: Nov 25 85 Nov 30 24 Dec 25 80 Dec 30 81 I could use some help with interpretation. My take is as follows. The high volatility of 85 for the Nov 25 call could mean a reversal to the high side. The IV of 24 for the Nov 30 call seems normal and points to a price of 30 at expiration. But the high December volatilities say "watch out" to me. It would indicate reversals below 25. Anyone that is familiar with implied volatility, please respond. Thanks. Harry

Report TOU Violation

Share This Post

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next