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Option Update: Lehman & Merrill Lynch volatility stays elevated

Posted Jul 24th 2008 10:31AM by Paul Foster
Filed under: Merrill Lynch (MER), Options, Lehman Br Holdings (LEH)

Lehman (NYSE: LEH) closed at $21.10 Wednesday. LEH August option implied volatility of 114 is above its 26-week average of 64 according to Track Data, suggesting larger price movement.

Merrill Lynch (NYSE: MER) closed at $33.81 Wednesday. MER August option implied volatility is at 66; January is at 52. MER average option implied volatility over the last 26-weeks is 55 according to Track Data, suggesting decreasing price movement in the next four-months.

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

Tags: leh, lehman brothers, LehmanBrothers, mer, merrill lynch, MerrillLynch, option implied volatility, OptionImpliedVolatility

Indexes	Change	Price
DJIA	+72.81	12,874.04
NASDAQ	+27.51	2,931.39
S&P 500	+9.13	1,351.77

Last updated: February 13, 2012: 04:59 PM

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