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











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.?