Option Update: Elan Corp July volatility elevated into phase II data

Posted May 29th 2008 10:03AM by Paul Foster
Filed under: Options

Elan Corp (NYSE: ELN) & Wyeth (NYSE: WYE) Bapineuzumab (Alzheimer's treatment) Phase 2 trial results are expected in Q2.

ELN June option implied volatility is at 75, July is at 96 and October is at 80; above its 26-week average of 66 according to Track Data, suggesting larger price movement.

Volatility Index S&P 500 Options-VIX at 19.06; 10-day moving average is 17.99

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

Tags: Elan Corp, ElanCorp, eln, option implied volatility, OptionImpliedVolatility, wye, Wyeth

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Reader Comments (Page 1 of 1)

5-29-2008 @ 2:43PM

db said...

obviously the volatility is related to the results. Any reason to be either optimistic or pessimistic about July, October, etc.?

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