Options Update: iShares MSCI Japan Index Fund Volatility Elevated at 25
Filed under: Sony Corp ADR (SNE), OptionsiShares MSCI Japan Index Fund (EWJ) closed lower on the affects of the Northern Japan earthquake. Overall option implied volatility of 25 is above its 26-week average of 21, according to Track Data, suggesting l...
Options Update: Ann Taylor March Volatility Elevated
Filed under: NIKE, Inc'B' (NKE), OptionsAnn Taylor (ANN) March put option implied volatility is at 67, April is at 57, June is at 52. This is compared to its 26-week average of 53 according to Track Data, suggesting larger near term price movement into...
Options Update: Safeway Volatility Flat into Analyst Meeting
Filed under: Nokia Corp. (NOK), Safeway Inc (SWY), OptionsSafeway (SWY) overall option implied volatility of 28 is near its 26-week average of 29, according to Track Data, suggesting nondirectional movement into its March 9 analyst meeting.
Nokia (NOK)...
Options Update: Apple March Put Volatility Low
Filed under: Apple Inc (AAPL), International Business Machines (IBM), OptionsApple, Inc. (AAPL) closed up 0.8% on the unveiling of the iPad 2. AAPL March put option implied volatility is at 26, May is at 33, compared to its 26-week average of 33 accord...
Options Update: Goldman Sachs Puts Active On SEC Charging Director For Insider Trading
Filed under: Goldman Sachs Group (GS), Procter and Gamble (PG), Staples Inc (SPLS), Options, PG and E Corporation (PCG)Goldman Sachs Group, Inc. (GS) is recently down 1% due to Rajat Gupta (who served on the boards of Goldman Sachs and Procter & Ga...
Options Update: Ford Volatility Flat; Shares Near Four-Month Lows
Filed under: Ford Motor (F), Penney (J.C.) (JCP), OptionsFord (F) overall option implied volatility of 39 is near its 26-week average of 38, according to Track Data, suggesting nondirectional price movement.
JCPenney (JCP) announced better-than-expecte...
Options Update: Amex Energy Select Volatility Flat and Oil at 30-Month High on Middle East and North Africa Uncertainty
Filed under: Options, OilWTI Crude oil futures closed up 3.09% to $98.37 according to Bloomberg. Amex Energy Select (XLE) closed up 2.0% with March and April put option implied volatility of 24 remaining near its 26-week average according to Track Data...
Options Update: Medtronic Volatility Flat; Shares Rally into Q3 Results and Revenue Guidance
Filed under: Safeway Inc (SWY), OptionsMedtronic (MDT) March option implied volatility is at 27, according to Track Data, near its six-month average into its expected release of Q3 EPS on February 22, suggesting nondirectional price movement.
Safeway ...
Options Update: EchoStar Volatility Flat Into $2B Acquisition of Hughes Communications
Filed under: OptionsEchoStar (SATS) announced an agreement to acquire all of the outstanding equity of Hughes Communications (HUGH) in a transaction valued at approximately $2 billion. EchoStar overall option implied volatility of 29 is near its 26-wee...
Options Update: Weight Watchers Volatility Elevated, Shares at 33-Month High
Filed under: OptionsWeight Watchers (WTW) overall option implied volatility is at 34, according to Track Data, above its 26-week average of 27 into its release of Q4 results on February 17. WTW rallied 2.5% after Jennifer Hudson appeared on Oprah Winfr...
Options Update: Sprint Calls Active on Low Volatility into EPS and Outlook
Filed under: Sprint Nextel Corp (S), OptionsSprint (S) is expected to report Q4 EPS on February 10. January 5 calls are active on total call option volume of 73K (19K puts). March call option implied volatility is at 48, May is at 39, August and Januar...
Options Update: Beckman Coulter Volatility Low; Danaher Paying $83.50 per Share
Filed under: OptionsBeckman Coulter (BEC) and Danaher (DHR) announced that they have entered into a definitive merger agreement under which Danaher will acquire all of Beckman Coulter's outstanding common stock for $83.50 per share in cash. Overall opt...
