Option update: Volatility measurements on indexes are elevated

Posted Nov 2nd 2007 8:55AM by Paul Foster
Filed under: Options, S and P 500, DJIA

Volatility Index S&P 500 Options - VIX at 23.20; 10-day moving average is 20.92

Volatility Index NASDAQ 100 - VXN at 26.26; 10-day moving average is 25.24

NASDAQ 100-QQQQ overall option Implied Volatility at 26; 26-week average is 24

Semiconductor Holders Trust - SMH option implied Volatility 27; 26-week average is 23

IShares Russell 2000 - IWM option implied volatility at 28; 26-week average is 24

Amex Financial Select Sector - XLF implied volatility at 33; 26-week average is 23

ISE Sentiment Index-ISEE 144 new Calls purchased for every new Put on 11/1/07. ISEE 10-day moving average is 138. ISEE 50-day moving average is 133.

November front month Equity Options expire; 11/16/07

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

#	Blogger	Posts	Cmts
1	Joseph Lazzaro	118	0
2	Tom Johansmeyer	105	3
3	Connie Madon	54	0
4	Tom Taulli	44	0
5	Steven Mallas	44	0
6	Mark Fightmaster	43	0
7	Trey Thoelcke	33	0
8	Steven Halpern	32	0
9	Melly Alazraki	27	0
10	Paul Foster	26	0
11	Zac Bissonnette	24	0
12	Jim Cramer	23	0
13	Brent Archer	23	0
14	Jon Ogg	22	0
15	Brian White	22	0
16	Elizabeth Harrow	18	0
17	Eric Buscemi	17	0
18	Sheldon Liber	13	0
19	Michael Fowlkes	9	0
20	Beth Gaston Moon	8	0

Find out why more people track their portfolios on AOL Money & Finance then anywhere else.

Other Weblogs Inc. Network blogs you might be interested in:

Skype soap opera ends as founders set to regain stake ahead of $2B sale Big LBOs are teetering, but Wall Street still planning record bonuses	Hewlett-Packard reports growth in profit and operating margin in Q4 Chasing Value: Ten stocks for 2010 -- Part 5 Microsoft and News Corp talk about pushing Google aside
UK to get 4th carrier for iPhone Dare to be Creative announces Parachute backup utility for Mac OS X How to get the most out of in-flight Wi-Fi	The Atari classics are back and free to play! Asteroids, Lunar Lander and MORE! Firefox is going to beat Microsoft's IE9 at its own game Chrome OS security will make Google's ads inescapable
Franck Muller Conquistador Singapore Grand Prix Watch Custom Eyes Makes the Eyeglasses You've Always Dreamed Of Dry Ice: A New Exhibit of Alaska Native Art in Soho	Top growth fund manager sours on Apple, U.S. tech New Facebook share structure hints at IPO Teracent: Display ad biz joins the Google family

www