Sold to open $STMP Nov 20th 60 puts for .90.
I haven’t traded this one before, and even though it is 16 days to expiration, the premium is jacked for options 20.9% OTM. It mostly has moved UP on earnings. Historical volatility shows we should see a huge drop in premium tomorrow.
| Biggest UP move: 27.7% | Biggest DOWN move: -16.1% | Average move: 16.4% |
| Aug. 6, 2015 AC | 27.74% |
| May 7, 2015 AC | 20.40% |
| Feb. 11, 2015 AC | 19.45% |
| Nov. 5, 2014 AC | 13.08% |
| July 30, 2014 AC | -8.31% |
| April 30, 2014 AC | -16.10% |
| Feb. 13, 2014 AC | -6.93% |
| Oct. 23, 2013 AC | 12.96% |
| July 31, 2013 AC | 9.45% |
| April 24, 2013 AC | 27.07% |
| Feb. 13, 2013 AC | -14.62% |
| Oct. 25, 2012 AC | 20.18% |
Options Bistro 