So let's use NFLX as an example. It closed at around 143 today.
The IV is around 70%.
So let's say I bought the 143 Apr 21 Call for $6.05. If Netflix posts earnings that are impressive, and their stock goes up to $150 but the IV goes down to around 35-40%, how would I calculate the IV crush of the option? I know there's optionsprofitcalculator.com, but that doesn't calculate for IV crush or at least I don't know how. I'm using ToS but I'm not sure if there's a tool for what I'm speaking about on there either.
Thanks!
Submitted April 13, 2017 at 08:01PM by ComputerSciMajor http://ift.tt/2pzqr0B
