**Standard Deviation and Stock Direction**
The historical volatility measures the noise, or standard deviation for the stock. IV is not standard deviation. IV corrects the theoretical pricing of an option to the market price for the option.

Using the asserted IV 44.50, the premium should be around 2.25$?

Vega is about .009

The ITM call probability is 30%

The ITM put probability is 70%

Options exploit the direction of the stock market. And unless they're high dollar naked shorts (supposedly illegal), options do not have any affect on the value of their underlying stock. A bet on an equity is typically a bet the stock value will increase, as is the case with a call option bet.

The DOW is pricing inversely to the dollar index. Most DOW stocks for the time being are essentially shorting the dollar. If the dollar goes up, the DOW goes down. When the dollar goes down the DOW goes up.

You have to look at both the prospects of the issuer of the underlying (news) as well as the exchange rates. Anyone who can predict the value of a particular stock has either researched the company, has inside information and is sitting on a beach somewhere!

There is some predictability of the direction a stock will go by looking at the intersections of a 200 day moving average and a 50 day moving average.

If you want to post your symbol I will take a look at it. I used some free software to get those numbers shown above from this

web site.