A quick update on the last AAPL blog (yesterday pre-earnings). Click to read the original vol and skew post: CLICK HERE.
I have posted the skew today - after earnings and re-posted the skew yesterday. Note the drop in the red (front month) vol relative to the other months as well as the yellow (second month).
Skew legend:
Red - Front Month
Yellow - Second Month
Green - Third Month
Light Blue - Fourth Month
Click either image to enlarge.
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