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Options Update: Volatility decreases as market indices rally

Posted Aug 10th 2009 8:30AM by Paul FosterPaul Foster RSS Feed
Filed under: Options


Financial Select Sector (XLF) overall volatility at 39; 26-week average is 58.

ISE Sentiment Index (ISEE) closed at 130 on 8/7/09. ISEE 10-day moving average is 130.

Volatility Index NASDAQ 100 (VXN) at 25.02; 10-day moving average is 25.83.

August front month equity options expire on August 21.

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

Tags: Financial Select Sector-XLF, FinancialSelectSector-xlf, ISE Sentiment Index-ISEE, IseSentimentIndex-isee, Volatility Index NASDAQ 100-VXN, VolatilityIndexNasdaq100-vxn

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Symbol Lookup
IndexesChangePrice
DJIA-89.2312,801.23
NASDAQ-23.352,903.88
S&P 500-9.311,342.64

Last updated: February 13, 2012: 05:46 AM

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