Discussion in 'Options' started by BlueHorseshoe, Aug 16, 2006.

  1. I'm stunned how cheap the CSCO puts are looking right now. Loading 'em up for some September capers.
  2. They probably look cheap because CSCO has had more than 4 two standard deviation moves in the last 7 days.

    If you think it will continue to move > $.32/day then you will be correct vol wise.

    I'm guessing this beheamoth will mean revert which has vols 'fairly valued' imho.