ochart
Guest
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 Posted:
Sat Dec 04, 2004 3:42 am Post subject:
Re: Option answer needed |
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Implied volatility for May 05 options for LGND increased dramatically from
Feb 05 options.
Take the options with 12.5 strike price as example,
call put
IV for Feb 05 12.5 options: 80.75% 79.03%
IV for May 05 12.5 options: 123.56% 116.69%
I am not familiar with this stock, there must be some events, good or bad,
depending on whether you are long or short, which are supposed to happen
during that period.
When Implied volatility increases, both call and put options get expensive.
Dave
http://www.option-chart.com
"RJF" <JUNNKevh1978@kelcom.igs.net> wrote in message
news:VaudnargleX2JC3cRVn-2Q@igs.net...
| Quote: | Can anyone tell me about todays action in May 04 options for LGND? Was
there huge call buying resulting in increasing put prices to maintain
parity? Any help is appreciated.
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