I have found a few stocks that have have wildly different Implied Volatilities for Puts and Calls.
Calls are around 25%
Puts are around 40%
For those interested the stock is QANTAS.
Obviously the market makers have a downward bias on share price movement.
To take advantage of this volatility bias I was looking at combination spreads.
Probably some sort of Calender spread such that short term write Puts, long term buy calls.
This is implicitly a bullish strategy, and I was looking more at a neutral strategy on these stocks.
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I have found a few stocks that have have wildly different...
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