Options Update: Texas Instruments Volatility Flat into National Semi Purchase
Filed under: Procter and Gamble (PG), Texas Instruments (TXN), OptionsTexas Instruments (TXN) agreed to buy National Semiconductor (NSM) for $25 per share. Texas Instruments overall implied volatility of 26 is near its 26-week average, according to Tra...
Options Update: Southwest Volatility Low into Inspection of Planes
Filed under: KB HOME (KBH), Southwest Airlines (LUV), OptionsSouthwest Airlines (LUV) canceled 300 flights on Sunday, to inspect 79 Boeing (BA) 737-300 planes to address possible "skin fatigue". Overall option implied volatility of 29 is below its 26-w...
Options Update: NYSE Euronext Volatility Decreases on NASDAQ OMX and ICE Proposal
Filed under: NYSE Euronext (NYX), Options, NASDAQNASDAQ OMX (NDAQ), Intercontinental Exchange (ICE) offered $42.50 per share to acquire NYSE Euronext (NYX). April and June call option implied volatility is at 22; below its 26-week average of 32 accordi...
Options Update: Tesla Motors Calls Active as Shares Rally on Analyst Upgrade
Filed under: Bed Bath and Beyond (BBBY), OptionsTesla Motors (TSLA) has rallied 16%, following an upgrade to Overweight from Equal Weight at Morgan Stanley. April 29 and 30 calls are active. April call option implied volatility is at 61, June is at 63;...
Options Update: Target Volatility Flat; Shares Near 8-Month Low
Filed under: Target Corp. (TGT), OptionsTarget (TGT) overall option implied volatility of 24 is near its 26-week average, according to Track Data, suggesting non-directional term price movement.
Valeant Pharmaceuticals (VRX) announced it made a propo...
Options Update: Lululemon Athletica Volatility Flat, Shares Rally to Record High on a Two-for-One Stock Split
Filed under: OptionsLululemon Athletica (LULU) is recently up 3% following its board of directors approving a two-for-one stock split. Overall option implied volatility of 46 is near its 26-week average according to Track Data, suggesting non-direction...
Options Update: CBOE Volatility Index-VIX Down Eight Days in a Row
Filed under: OptionsCBOE Volatility Index-VIX closed down 19 cents to $17.81.
Financial Select Sector (XLF) overall volatility is at 22; the 26-week average is 24.
Mosaic (MOS) April 85 and 90 calls are active on option implied volatility of 39, belo...
Options Update: CBOE Volatility Index-VIX Down Eight Days in a Row
Filed under: OptionsCBOE Volatility Index-VIX closed down 19 cents to $17.81.
Financial Select Sector (XLF) overall volatility is at 22; the 26-week average is 24.
Mosaic (MOS) April 85 and 90 calls are active on option implied volatility of 39, belo...
Options Update: CBOE Volatility Index Down 5.8% to 19.04
Filed under: OptionsCBOE Volatility Index (VIX) is recently down 1.16 to 19.05, below its 10-day moving average of 22.74, and above its 50-day moving average 18.81.
GameStop Corp. (GME) April 21 and 22 calls are active on call option implied volatility...
Options Update: U.S. Bancorp Volatility Flat; Announces 150% Dividend Increase
Filed under: Options, Wells Fargo (WFC), U.S. Bancorp (USB)U.S. Bancorp (USB) has approved a 150% increase in the dividend rate on U.S. Bancorp common stock to 50 cents on an annualized basis, or 12.5 cents on a quarterly basis. April and June option i...
Options Update: Barnes & Noble Volatility Elevated, Shares at Historic Lows
Filed under: OptionsBarnes & Noble (BKS) April put option volatility is at 64, July is at 61, above its 26-week average of 49, according to Track Data, suggesting larger price movement.
CBOE Volatility Index (VIX) is up 20% to an eight-month high;...
Options Update: iShares MSCI Japan Index Fund Volatility Spikes on Wide Price Movement
Filed under: OptionsiShares MSCI Japan Index Fund (EWJ) closed down 0.2% after selling off 11% in early morning trading on Japan radiation leak concerns. April put option implied volatility of 44 is above its six-month average of 21, according to Track...
