Option update: Crocs (CROX) and Nastech Pharm (NSTK) volatility up on larger sell offs

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Crocs (NASDAQ: CROX), a marketer of footwear, closed at $36.94. CROX December option implied volatility of 97 is above its 26-week average of 63 according to Track Data, suggesting larger price risks.

Nastech Pharm (NASDAQ: NSTK), a pharmaceutical company focused on molecular biology-based drug delivery technologies, closed at $7.09.

  • James Cramer said on Nov. 1 when NSTK closed at $14.68, NSTK is one of those "yet-to-become-profitable biotechs with the ability to make you boatloads of cash if it get it right."
  • NSTK overall option implied volatility of 102 is above its 26-week average of 65 according to Track Data, suggesting larger price risks.

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

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DJIA+150.2510,058.64
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S&P 500+13.781,070.52

Last updated: February 10, 2010: 05:18 AM

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