Option Update: Merrill Lynch April volatility elevated at 107; shares near five-year low

Posted Mar 18th 2008 9:25AM by Paul Foster
Filed under: Merrill Lynch (MER), Options

Merrill Lynch (NYSE: MER) closed at $41.18. Wachovia Securities says, "MER is the riskiest of the remaining monocline banks. MER had gross sub-prime CDO exposure of $30.4 billion, 3.3x the group average. MER also had the worst liquidity ratio at 52%." MER April option implied volatility of 107 is above its 26-week average of 45 according to Track Data, suggesting larger risk. MER implied volatility is near a level attained in October of 1987.

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

Tags: implied volatility, ImpliedVolatility, inthenews, MER

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