Discussion in 'Options' started by ISEman, Jun 4, 2005.
What vol are you running for GLW june and july?
How about you first?
Just kidding I don't trade it, but it looks interesting. This is a stock that was given up for dead.
My guess would be that a 33 vol for both months looks about right. Although, now that it has broken out, that would be my bid. Depending on your time frame, faivalue for IV looks to be from 28 to 38. So, 33 would be splitting the difference and it looks like that's where IV is right now.
For june 34.1% looks to be where it's trading.
Using 36 for the june 15 call bid and 42 for offer
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