BloggingStocks has a new home! Daily Finance.

Click here to visit the new home of BloggingStocks!

Hot on DailyFinance:

See More Stories

Options Update: Goldman Sachs options priced for move on EPS & leverage ratio outlook

Posted Jul 14th 2009 7:40AM by Paul FosterPaul Foster RSS Feed
Filed under: Goldman Sachs Group (GS), Options


Goldman Sachs (NYSE: GS) closed at $149.44. GS is scheduled to report Q2 EPS before the open on July 14. GS July 150 straddle is priced at $8.30, August 150 straddle is priced at $17.45. GS July option implied volatility is at 59, August is at 45; below its 26-week average of 66, according to Track Data, suggesting decreasing price movement.

Financial Select Sector (NYSE: XLF) overall volatility at 47; 26-week average is 62.

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

Tags: Financial Select Sector-XLF, FinancialSelectSector-xlf, gs, option implied volatility, OptionImpliedVolatility

Print this
Symbol Lookup
IndexesChangePrice
DJIA+6.5112,890.46
NASDAQ+11.372,927.23
S&P 500+1.991,351.95

Last updated: February 09, 2012: 05:47 PM

Hot Stocks

General Electric

19.13-0.11(-0.57)

Alcoa

10.64-0.03(-0.28)

Apple Inc

493.17+16.49(+3.46)

Google Inc 'A'

611.46+1.61(+0.26)

Bank of America

8.18+0.05(+0.62)

Wal-Mart Stores

61.96+0.34(+0.55)

Exxon Mobil Corp

84.88-0.44(-0.52)

Ford

12.69-0.15(-1.17)

Citigroup

33.66-0.57(-1.67)

IBM

193.13+0.18(+0.09)

Yahoo

16.00+0.22(+1.39)

Starbucks

49.20+0.48(+0.99)

Microsoft

30.77+0.11(+0.36)

Home Depot

45.27+0.10(+0.22)

DailyFinance Headlines

Benzinga Headlines

TheFlyOnTheWall.com Headlines

BioHealth Investor Headlines

WalletPop Headlines

DailyFinance BlackBerry App

My Portfolios

Track your stocks here!

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

  • My Portfolio
  • Create a New Portfolio

BloggingStocks Partners

More from AOL Money & Finance

BioHealth Investor Headlines

Page Loaded in 1328827646142 ms.