CRTX November very high IV (480% !), and big position at far far OTM 185 strike

Discussion in 'Options' started by thecoder, Oct 14, 2021.

  1. thecoder

    thecoder

    Someone has bought CRTX Nov'21 Strike=185 Calls very far OTM (spot/ATM currently is at $75):
    CRTX211119C00185000 2021-10-14 10:25AM EDT 185.00 24.60 23.20 25.00 -0.40 -1.60% 85 5,759 454.08%

    Ie. a very high OI of 5,759 contracts for the OTM 185 strike (the last entry in the call list).
    YahooFinance says that the ATM IV for both Call and Put is about a whopping 480% ! Ie. on this page:
    https://finance.yahoo.com/quote/CRTX/options?p=CRTX&date=1637280000

    Dunno whether the following news could be related to the above, but seems a different issue, IMO:
    https://finance.yahoo.com/news/notable-cortexyme-insider-trades-760k-155752476.html

    What secret is encoded in such a trade (or in that stock currently)? What to expect? What to do?... :)
     
  2. JamesJ

    JamesJ

    Without looking at details i see its a drug company, with fda application / trials running on alzheimer drug.
    I guess some major news is expected very soon.
     
  3. CET

    CET

    Here's some info from this link:
    https://www.biopharmcatalyst.com/calendars/fda-calendar

    Phase 2/3 top-line data to be announced in advance of its data presentation at CTAD November 9-12, 2021. Results from Phase 2 portion of trial to be announced in mid-November. Open label extension trial has been stopped following partial clinical hold - noted February 15, 2021.
     
    thecoder likes this.
  4. I sold put on nov.19
     
  5. newwurldmn

    newwurldmn

    why?

    the market is telling you this is either a zero or at least a double. Do you disagree with that?
     
  6. thecoder

    thecoder

    True, what strategy would you suggest or recommend in this case?
     
  7. newwurldmn

    newwurldmn

    botpro,

    i bought the jan22 75 nov 185 callspread as a punt.

    you are the best options mathematician of all time. i'm sure you have developed a better structure :).
     
  8. thecoder

    thecoder

    What about this: https://optioncreator.com/stz8n4q
    Ie. just write ATM Calls and Puts :)
     
  9. Not agree. It could double but can not go to 0. From risk reward ratio, selling put has reward/risk >1
     
  10. newwurldmn

    newwurldmn

    what do you think the downside is? And why?

    I think the downside is 7 because that’s approx their cash per share. There’s some second drug in the pipeline but my guess is the market is discounting that heavily.
     
    #10     Oct 15, 2021