Seriously? Have you seen the Feb calls losing val
Post# of 573
Seriously?
Have you seen the Feb calls losing value lately? The 17 calls were 80 cents a few weeks ago, now they are 35 cents. Clearly the market doesn't think the stock will blastoff as high anymore.
The Feb Implied Volatility is insanely high, 430% o_O
Clearly a huge move is being priced in.
Naturally as that is the near month the premiums are experiencing rapid time decay, they are the most sensitive to Vega of course. The pricing follows the Delta for each strike, so obviously there is a reaction to a sp decline.
I've not seen the Vega drop however.