Tuesday, January 26, 2010

AAPL Earnings Vol & Skew Update

AAPL is trading 205.91. The LIVEVOL™ Pro Summary is below. Note the vol crush in IV30™.

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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