Завтра после открытия рынка QCOM публикует отчет за квартал.



Купила стрэддл:

Buy  QCOM Oct12 55 Call  $2.93 $293.00
Buy  QCOM Oct12 55 Put  $3.68 $368.00
...........................................................................
Net..............................................$661.00

Option Statistics (QCOM 54.46 )

Today's Option Volume* 54,213 
 
Avg Option Volume 36,863
 
Open Interest* 873,011
 
Avg Open Interest 816,931
 
Avg Put Call Ratio 1
 
Historic Volatility (30 day) 28.17
 
Put Call Ratio 0.57
 
Implied Volatility 35.03

Greeks:

Symbol            Bid        Ask     IV         Delta   Gamma    Vega   Theta
QCOM Oct12
55 Call            2.92      2.96  30.12     49.42    4.85       10.90 -1.83
QCOM Oct12
55 Put             3.60      3.70  29.76   -50.66    4.91        10.89 -1.66
............................................................................................................
Net                                                    -1.24    9.76       21.79 -3.49

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