Monday, September 9, 2013
Into CIEN Sep 21 '13 $24 Puts @ $0.57...
The upwards momentum appears to be stagnating...
Volume on the underlying stock is also much lower than its 10-day average...
A 2% move downwards would put me in the money...
Current Price = $24.30...
Implied Volatility = 40.02
Delta = -0.43
Gamma = 0.1494
3-Month High = $3.60
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