Thursday, January 21, 2010

GOOG Earnings Skew

Here is a quick preview at the patent pending Skew chart coming to Livevol. The Skew provides a movie of the skew for the last 2 years and is fully interactive (spinnable). I have just taken a couple snapshots.

Note the upside skew in the red (front) and yellow (second) months. The calls are getting bid up even in this environment relative to the back months (green, blue and purple). Click the image to enlarge.

You can read more on options trades with GOOG into earnings here: GOOG Earnings Blog.

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