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Option update: Goldman Sachs & MBI November volatility Elevated

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Goldman Sachs(NYSE:GS), closed at $240.21. GS November option implied volatility of 41 is above its 26-week average of 35 according to Track Data, suggesting non-directional risk.

MBI(NYSE:MBI), a provider of financial guarantee insurance, closed at $38.06. MBI November option implied volatility of 128 is above its 26-week average of 41 according to Track Data, suggesting larger price fluctuations.

Daily options Update is provided by Stock Specialist Paul Foster of theflyonthewall.com.

Symbol Lookup
IndexesChangePrice
DJIA-223.328,280.74
NASDAQ-49.201,796.52
S&P 500-26.91896.42

Last updated: July 05, 2009: 12:22 PM

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