wwwPosted Jul 13th 2009 8:00AM by Paul Foster
Filed under: JPMorgan Chase (JPM), Options
JP Morgan (NYSE: JPM) closed at $32.34. JPM is expected to report Q2 EPS on July 16. JPM July 32.5 straddle is priced at $2.37, August is at $4.64. August option implied volatility is at 54; September is at 53; below its 26-week average of 74, according to Track Data, suggesting decreasing price movement.
Financial Select Sector (NYSE: XLF) overall volatility at 48; 26-week average is 62.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com.
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