u/Necessary_Run_9610
▲ 5 r/baba
Highest implied volatility ever
Do you remember when was the last time the iv was 90-100% on 3 DTE options?
Meaning there is roughly one third chance of more than +-11% move till Friday and one in 20 chance of +-22% move. That is crazy for $300B company.
u/Necessary_Run_9610 — 2 days ago