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Option Update: General Electric April 37 straddle at $1.55, May at $2.55 into EPS

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General Electric (NYSE-GE) is recently up 55 cents to $37. GE is scheduled to report Q1 EPS on April 11. GE call option volume of 21,230 contracts compares to put volume of 33,791 contracts. GE April 37 straddle is priced at $1.55, May 37 straddle is at $2.55 according to Track Data.

Volatility Index S&P 500 Options-VIX down 1.00 to 21.80.
VIX below 200 moving average of 23.05.

M&A Update is provided by Stock Specialist Paul Foster of theflyonthewall.com.

Symbol Lookup
IndexesChangePrice
DJIA+30.8310,277.80
NASDAQ+12.612,163.69
S&P 500+4.281,097.29

Last updated: November 11, 2009: 02:55 PM

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