Options Update: Netflix September volatility low at 42

Posted Aug 20th 2009 9:15AM by Paul Foster
Filed under: Netflix, Inc. (NFLX), Amer Intl Group (AIG), Options

Netflix (NYSE: NFLX) closed at$44.87. NFLX is presenting at the Citi Tech Conference on September 9. NFLX September option implied volatility is at 42, December is at 47; verses its 26-week average of 52 according to Track Data, suggesting decreasing price movement.

American International Group (NYSE: AIG) closed at $26.64. AIG September call option implied volatility is at 101, puts at 116; verses its 26-week average of 112, according to Track Data, suggesting non-directional price movement.

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

Tags: aig, American Intl, AmericanIntl, inthenews, Netflix, nflx, option implied volatility, OptionImpliedVolatility