Google GOOG (news,
chart,
quote) - GOOG Differential of implied volatility: April at 53 May at 41 into S&P
GOOG will be added to the S&P 500 index on the close of trading tonight. GOOG is expected to release EPS after April expiration. GOOG April option implied volatility of 53 is above its 26-week average of 43 according to Track Data. May option implied volatility is at 41. GOOG intra-day call option volume of 57,021 contracts compares to intra-day put volume of 33,592 contracts. Differential of option implied volatility between April & May indicates less price risks after April expiration.
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