$SDC 201008 C8 was 45c, but why?

Discussion in 'Options' started by up300konngz, Sep 5, 2020.

  1. So, I just made $2800 on 10 contracts, which were 45c a share.

    Question I have is...why was this call so cheap? They had just had their earnings call, and it was trading cheap. Stock was moving somewhere between $7.20 and $7.60. So, I figured there was no way I could lose on this bet. I KNEW it would go back up, so i got 10 contracts, regretfully; I wish I wouldve got 100 instead.

    Im just wondering why it was so cheap. If anyone could help me understand, that would be great. Im guessing it has something to do w/volatility since thats what makes for higher priced options. But still...doesnt seem like the volatility changed much. All it did was take a dump b/c of low demand from the earnings call....
     
  2. SteveM

    SteveM

    Implied volatility is one of the driving factors in options pricing...implied vol rises ahead of earnings (assuming the option expire on a date later than the earnings release), and deflates after earnings are released as investors perceive it to be a "de-risking" event.

    Similar behavior takes place in biotech stocks ahead of FDA announcements regarding their products. Certain stocks, like Tesla, have very high implied volatilities generally, which thus makes their options much more expensive than a company like JNJ, all else being equal, and this is due to perceived comparative risk differences between the operations of each company, and the perceived differences in price movements of both stocks.
     
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  3. Hate to be nitpicky but actually option prices drive IV. IV is found iteratively using pricing models. The hint is that it is called implied volatility. It is implied from actual option pricing.

    But of course higher option prices from supply/demand or whatever drives IV higher ahead of earnings or other significant event. Those calls, while certainly profitable, might not have been actually "cheap" by some measures. The market rarely gives you a gift of significant underpricing. No matter, congrats on a great trade! :cool:

    Edit: just noticed that SDC jumped from about $8, to $10. And that 8 call was 10% OTM if you bought it when SDC was $7.2. So a 25% run in 2 days! Wish I could find 'em like that!
     
    Last edited: Sep 5, 2020
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  4. oh yes. i was sitting around $7.50 when i got it. it was a no brainer w/$SDC. i had shares when it tanked from the earnings. i had 200. it went down. i got 200 more. it kept going down, and i got 200 more. at this point i shouldve went hard and got 2000 shares. im so mad i didnt.

    but i did get 10 8 CALLs in my roth ira. for 45c/share...and sold at $2.80/share. i didnt know it was going to pop up that quickly, but i figured/knew it would go before Oct 8th.

    im done w/buying shares though. ill do long term holds, but im a options trader now. being able to control 10K shares with under $5000 is amazing.
     
  5. maxinger

    maxinger

    There is nothing wrong with the price.
    45 cents is cheap. It might get cheaper.
    Price is driven by supply and demand, by fear by greed.

    The market is always correct.
     
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