Nuance Communications, Inc. (NUAN)

[Wildbilly]

That mideasttime.com link is dead

for me, yet I can still get the Homepage. I'll check again later.

Ophir Gottlieb's 'Option's Volume Blogspot' on Quant Derivatives has some interesting charts. His NUAN Skew chart of 3-10-2014 compared to the 3-14-2014 NUAN skew chart (halfway down in the following link) suggests there's a big risk change ahead.

Now see how elevated Mar has become to Apr, and, even more interesting, look how the skew shape has shifted. The Mar options reflect substantially more upside risk (potential) than downside. The order flow has, in a sense, broken the skew shape away from "normal." This can happen with order flow and revert back to "normal" quickly, which may mean a trading opportunity. Of course, it can also reflect a true (lasting) change in the risk profile. My best guess is the former.

Just some fun with other people's minds, I know nothing about quant derivatives. :)

http://optionvol.blogspot.com/2014/03/nuance-communications-nuan-skew-breaks.html