My coauthor (William Pratt) and I will post our new working paper 'Fake News' here and to SSRN shortly. It is an analysis of how false information of a takeover of Twitter on July 14 2015 was incorporated into market (stock and option) prices.
To accompany the paper, I created an interactive graphic to help understand the realtionship between Twitter's stock price and options implied volatility. I am posting the graphic HERE, and linking to it in the journal article. Take a look, and feedback is always welcome.