BABA strange IV profile going into earnings

Discussion in 'Options' started by Sakti, Apr 28, 2017.

  1. Sakti

    Sakti

    Alibaba will report its earnings on May 4th.
    Usually the front month option should have higher IV than the back month, i.e. May05 & May12 should have higher IV than May19.
    I tried to find any special events that will occur before May19 but could not find anything.

    What am I missing here?
    Can we expect the IV crush for the May19 options after earnings?

    If yes, then reverse ATM calendar just prior to earning date could be a good play.
     
  2. Robert Morse

    Robert Morse Sponsor

    Sakti likes this.
  3. Sakti

    Sakti

    Thanks, that clears it up.
     
  4. Bekim

    Bekim

    I always go to the actual websight to confirm earnings, alot of these webisghts are wrong