tjlocke99 18 Report post Posted August 10, 2012 I own the subject calendar. Something odd happened yesterday. AAPL was up a few points, but the Oct 640 Call dropped in value approx 10%. HOWEVER the Sept 640 call gained a few % in value. The IB IV indicated that IV dropped on both calls but actually the IV drop in Sept was greater. I can't go back and look at historic IV now or the historic price. I just found this odd, and I was wondering if it was signaling something I didn't know about like some major positive announcement in Sept and negative announcement in Oct? Is this type of behavior common? Share this post Link to post Share on other sites
Kim 7,499 Report post Posted August 10, 2012 But the value of the spread is slightly higher now than 2 days ago - so what you care? Share this post Link to post Share on other sites
tjlocke99 18 Report post Posted August 10, 2012 No the value of the spread is actual below what I purchased it for and thus I am currently showing a loss. Also I thought this behavior maybe for-shadowing some news. Share this post Link to post Share on other sites
