tonight -->Network Appliance-NTAP November straddle priced at $2.80, above theoretical Value
NTAP is expected to report EPS of .18 cents after the close of trading tonight. NTAP November at the money straddle is priced at $2.80, above its theoretical value of .93 cents. NTAP intra-day call option volume of 11,830 contracts compares to intra-day put volume of 2,590 contracts. Straddles priced above their theoretical value indicates higher risk.