Volatility Index S&P 500 Options - VIX up 3.61 to 21.67 10-day moving average is 16.98 according to Track Data.
Volatility Index NASDAQ 100 - VXN up 2.25 to 21.16; 10-day moving average is 17.80 according to Track Data.
NASDAQ 100 - QQQQ overall option Implied Volatility at 21: 26-week average is 19.
Semiconductor Holders Trust - SMH option implied Volatility 25; 26-week average is 22.
IShares Russell 2000 - IWM option implied volatility at 28, 26-week average is 19.
ISE Sentiment Index - ISEE 91 new Calls purchased for every new Put today. ISEE 10-day moving average is 150. ISEE 50-day moving average is 139.
August front month Equity Options expire; 8/17/07.
Daily Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com
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