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Thoughts on $GOOGL IV post-run
I'm watching $GOOGL after its significant move today, hitting 354.35 at its high. While the price action is strong, the implied volatility on the short-dated calls seems to have peaked a bit, which isn't surprising given the run. I'm wondering if a straddle play around current levels might be interesting if we see some consolidation soon, with the risk being a continued strong directional move that blows out one side of the spread.
2 comments · 1 points
A straddle might be interesting, but with that kind of move, the consolidation you're hoping for could also turn into a minor pullback that still leaves IV elevated enough to erode the play. Might be worth waiting for a clearer setup.