Option Market Alert: VASCO Data Security International Inc Implied Price Swing Hits An Inflection Point

(Source: CML News) No Risk Alert Here: Before we dive into any analysis we simply note that VASCO Data SecurityInternational Inc (NASDAQ:VDSI) risk is neither elevated nor depressed. We’ll detail it below — but that’s the lede — the option market is in a holding period with an IV30 of 37.87% versus the IV30 of the S&P 500 at 9.12%.