Option update: Assured Guaranty volatility spikes on possible debt downgrade

Posted Jul 22nd 2008 2:51PM by Paul Foster
Filed under: Options

Assured Guaranty (NYSE: AGO) is recently down $8.77 to $9.95. Moody's said it placed AGO debt under review for possible downgrade. AGO has a triple-A-rated credit rating.

Wilbur Ross announced on Feb. 29 the agreement to invest $1 billion in AGO, a Bermuda-based holding company that provides credit enhancement products. AGO August option implied volatility of 195 is above its 26-week average of 69 according to Track Data, suggesting larger price movement.

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

Tags: AGO, Assured Guaranty, AssuredGuaranty, option implied volatility, OptionImpliedVolatility, Wilbur Ross, WilburRoss

Options Update: Johnson & Johnson and Mentor volatility up into JNJ's buyout (Yesterday - 0 Comments)
Options Update: Volatility elevated for India-based companies; IBN, SAY, INFY, WIT (4 days ago - 0 Comments)
Options Update: Steel producers volatility stays elevated; NUE, AKS, MTL (6 days ago - 0 Comments)
Options Update: Google December volatility elevated at 87; YHOO, AMZN (7 days ago - 0 Comments)
Options Update: Retailers' elevated volatility suggests movement -- AEO, DLTR, WSM (8 days ago - 0 Comments)

In The News

Subscribe: Subscribe to feed; Add to My AOL; Sub with Bloglines

BloggingStocks bloggers (30 days)

#	Blogger	Posts	Cmts
1	Douglas McIntyre	94	0
2	Joseph Lazzaro	89	0
3	Peter Cohan	76	0
4	Steven Mallas	47	0
5	Zac Bissonnette	47	0
6	Melly Alazraki	45	0
7	Brian White	39	1
8	Steven Halpern	35	0
9	Tom Taulli	29	0
10	Trey Thoelcke	22	0
11	Brent Archer	22	0
12	Sheldon Liber	21	0
13	Paul Foster	21	0
14	Jamie Dlugosch	20	0
15	Jonathan Berr	20	0
16	Jim Cramer	20	0
17	Sarah Gilbert	19	0
18	Jon Ogg	18	0
19	Eric Buscemi	16	0
20	Allan Halprin	14	0

BloggingStocks Partners

More from AOL Money & Finance

Indexes	Change	Price

Last updated: December 02, 2008: 08:01 AM

BloggingStocks Exclusives

Hot Stocks

BloggingStocks Featured Video

TheFlyOnTheWall.com Headlines

WalletPop Headlines

AOL Business News

Latest from BloggingBuyouts

My Portfolios

Track your stocks here!

Find out why more people track their portfolios on AOL Money & Finance then anywhere else.

BloggingStocks Partners

More from AOL Money & Finance

Other Weblogs Inc. Network blogs you might be interested in:

Twitter doesn't want to be a buyout friend of Facebook	Closing Bell: Dow down 7.7%; GE, YHOO, MS fall, PGI, MNT soar Microsoft & Google: Battle in the clouds December trading strategies, gift cards to buy & avoid and cyber monday shopping guide - Today in Money 12/1
Google Calendar CalDAV/iCal syncing now official Mac internet share hits record 8.87% Pixelmator releases 1.3.1	WinFlog powers up your Windows context menus Pownce gets pwned: Six Apart acquires and plans to shutter service Mount remote storage, use web apps as local apps with Gladinet
W Hotels Announces RedWire Package Michelle Obama Wears Jason Wu Vuitton Celebrates Stephen Sprouse	Microsoft & Google: Battle in the clouds The world's 10 biggest losers Berkshire beats Google all the way!

Option update: Assured Guaranty volatility spikes on possible debt downgrade

Related Posts