Option Block 481: Theoretical Value & Implied Volatility
Trading Block: Earnings! Before the bell today: Gamestop Corporation, Tyson Foods, Trina Solar. After the bell: Palo Alto Networks. S&P 500 profits fall $25 Billion in first three quarters of 2015. Oil slides back lower after spike on Saudi statement. CME: Shrinking locally to grow abroad.
Odd Block: Puts trade in Freeport McMoran Inc (FCX), puts trade in Chesapeake Energy Corp (CHK), and calls and puts trade in Burlington Stores Inc. (BURL)
Listener Mail: Questions and comments from listeners
Question from Vega - Do puts and calls become more expensive ahead of events due to the risk…
The skinny
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