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Options Update: Volatility decreases as market indices rally

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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.

Symbol Lookup
IndexesChangePrice
DJIA-17.2410,433.71
NASDAQ-6.832,169.18
S&P 500-0.591,105.65

Last updated: November 24, 2009: 06:07 PM

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