Option Market Alert: Merrimack Pharmaceuticals Inc Implied Price Swing Hits An Unsually High Level – CML News

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Risk Alert: Before we dive into any analysis we simply note that Merrimack Pharmaceuticals Inc (NASDAQ:MACK) risk is elevated. We’ll detail it below — but that’s the lede — the option market is starting to flash those neon lights that signal “risk is rising” with an IV30 of 60.16% verus the IV30 of the S&P 500 at 8.49%. The annual high for Merrimack Pharmaceuticals Inc IV30 is 130.38%.

To skip ahead of this risk alert and see if buying or selling options has been a winner in Merrimack Pharmaceuticals Inc, you can go here: Geting serious about option trading.

PREFACE
This is a proprietary risk rating and risk alert system that looks forward for the next month — or really 30 days to be exact — and that includes weekends. The system is based on multiple interactions of data points, many of which come directly from the option market for Merrimack Pharmaceuticals Inc (NASDAQ:MACK) . The creator of this model is Capital Market Laboratories (CMLviz.com).