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I noticed that MER was trading at a lower volatility on Friday (100
day volatility) versus the volatility of its at the money puts and
calls. I was unable to get a reading of its short term 5 day
volatility.
Assuming what others have noted that meant the stock should fall.(?)
It was interesting to note MER dropped over 3 points on the 28th. As
well, the volatility of the options appears to have moved closer to
the underlying.
Tim Lee
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