Cadi Poon
12-18
在过去12个季度中,期权市场有58%的时间高估了MU股票因财报而产生的波动。平均而言,财报后的预测波动幅度为±7.6%,而实际波动幅度的平均值为6.7%(绝对值)。
MU上一次财报公布前的隐含波动率(IV30)为59.9。财报发布后,隐含波动率降至43.0,导致隐含波动率压缩了28%。财报发布5天后,30天隐含波动率为45.4。
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