wwwPosted Jun 9th 2008 10:00AM by Paul Foster
Filed under: ConocoPhillips (COP), Options
ConocoPhillips (NYSE: COP) closed at $92.17 Friday, shares near record on $137 oil.
WTI crude oil futures are recently down 1.08% to $137.04 according to Bloomberg.
COP overall option implied volatility of 34 is above its 26-week average of 32 according to Track Data, suggesting slightly larger movement.
Volatility Index S&P 500 Options-VIX at 23.55; 10-day moving average is 19.72
Option Update is provided
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