Infosys (NASDAQ-:NFY) closed at $36. INFY, India's second largest computer services provider, is expected to report Q4 EPS on April 15. INFY April option implied volatility of 60 is above its 26-week average of 45 according to Track Data, suggesting larger risk.
NASDAQ 100 (NASDAQ:QQQQ) overall implied volatility at 28; 26-week average is 28.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com