wwwPosted Feb 13th 2008 9:00AM by Paul Foster
Filed under: Options
Nvidia (NASDAQ: NVDA) closed at $26 Tuesday.
NVDA is expected to report Q1 EPS 35 cents today according to Thomson Call.
NVDA February 25 straddle is priced at $2.50. NVDA March option implied volatility of 71 is above its 26-week average of 54 according to Track Data, suggesting larger price movement.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com
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