Volatility as an asset class
Best Buy (BBY) is recently up $1.78 to $35.46 after reporting Q1 adjusted EPS 37c, compared to consensus 29c. May weekly call option implied volatility is at 42, June is at 28, September is at 31; compared to its 90-day average of 32.
NetApp (NTAP) is recently down $4.19 to $31.45 after reporting less than expected Q4 report. May volatility elevated into Q4 and outlook. May weekly call option implied volatility is at 34, June is at 23, July is at 21; compared to its 90-day[...]