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To: Wyätt Gwyön who wrote (85350)11/1/2000 9:28:04 AM
From: lurqer  Respond to of 152472
 
You are correct to stress the importance of IV (as opposed to just the volatility component) of front month option prices. When I brought up the prospect of a straddle, it was primarily to kid UF about his ET and not to seriously suggest such a simplistic analysis should be used in a trading decision. In dealing with front month options, one of the reasons I "like" to sell rather than buy is to "capture" the IV. Sorry if my misplaced "humor" in any way misled others.

lurqer



To: Wyätt Gwyön who wrote (85350)11/1/2000 9:53:11 AM
From: waverider  Read Replies (1) | Respond to of 152472
 
Thanks Mucho...

>>>The implied volatility on the Nov 90/95 and some higher calls went from a "before" earnings implied vol of 126 to a now 87.<<<

Do you know where I can get these kinds of numbers or should I ask Steve?

Rick


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