Risk Malaise Alert in Option Market: Microsoft Corporation Implied Price Swing Hits A Substantially Lowered Level

Risk Malaise Alert -- Not How You Might Think:
Before we dive into any analysis we simply note that Microsoft Corporation (NASDAQ:MSFT) risk is actually priced pretty low by the option market as of right now. We'll detail it below -- but that's the lede -- the option market is reflecting a sort of risk malaise, for now, an IV30 of 20.67% versus the IV30 of the S&P 500 at 12.99%. The annual high for Microsoft Corporation IV30 is 36.79% -- and we're below that level. The alert here is low vol.

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http://news.cmlviz.com/2018/04/30/risk-malaise-alert-in-option-market-microsoft-corporation-implied-price-swing-hits-a-substantially-lowered-level.html

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