Apple Theoretical Value..

Discussion in 'Options' started by Trend Fader, Jul 29, 2005.

  1. According to options express implied volatility is 30% for AAPL. Now the Oct 40 Puts are around 1.85 and the theoretical value is only around $1.15.

    The implied volatility is the lowest its been all year.. are they options really expensive? Can someone please explain how to interperet this and make sense?
  2. ig0r


    Time value?
  3. Isnt that factored into theoretical value?
  4. I'm showing AAPL Oct 40 Puts at 38.3% IV, right in line with the rest of Oct.

    Perhaps the 30% IV is the Aug? (I'm seeing 29% on Aug ATM right now).