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Options Jive

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IV Understatement and Earnings

Options Jive

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It’s common for IV to expand significantly prior to earnings reports and subsequently contract; however, with this increase in IV, is the given underlying more prone to moves that overstate IV?

Today we look at 3 major tech stocks and analyze whether they were more likely to overstate IV prior to earnings.

We conclude that there is no definitive relationship between IV inflation as a result from earnings and understated moves.

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