Question
Tech Corps earnings are due to be released on 02/16/2021. Tech Corp stock is currently trading at $30 and its Feb 30 Calls expiring 02/19/2021
Tech Corps earnings are due to be released on 02/16/2021. Tech Corp stock is currently trading at $30 and its Feb 30 Calls expiring 02/19/2021 are priced at $2 and its Feb Puts expiring 02/19/2021 are priced at $1.75. What is the implied volatility in dollars of Tech Corps stock around the time the earnings are due to be released?
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Entrepreneurial Finance And Accounting For High-Tech Companies
Authors: Frank J Fabozzi
1st Edition
0262336901, 9780262336901
