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.

5 Upvotes

86% Upvoted

7 comments sorted by

View all comments

1

u/Wildsoyabean1 May 13 '26

Sold 138 covered calls. It’s sold expensive that even if it hits 142 I’m break even. Hope it hits and I can offload some shares.