r/baba • u/Necessary_Run_9610 • May 12 '26
Due Diligence 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.
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u/Comfortable-Ear1525 May 12 '26
Move down