INFY options IV is around 60 now..its almost 2 weeks to go and expect IV to increase further. The option prices may go very high due to high IV.
Is it good idea to sell deep OTM Calls and Puts together and take the benefit of drop in IV after the result?? :thumb:
Is it good idea to sell deep OTM Calls and Puts together and take the benefit of drop in IV after the result?? :thumb:
The reason why i am suggesting is the IV (Implied volatility ) of Infy option would go as high as 90 to 100 before the result day and after the announcement the IV would come down to 30 to 35