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发表于 2010-10-14 01:11 PM
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from thinkorswim
Google is scheduled to report Q3 EPS after the market close today. Google October 540 straddle is priced at $23.30 , December straddle is at $49 . January put option implied volatility of 29 is near its 26-week average of 28 according to Track Data , suggesting flat risk after the earnings report. |
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