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Options Update: Coca-Cola volatility low; shares near one-year high

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Coca-Cola (NYSE: KO) closed at $51.51. KO over all option implied volatility of 22 is below its 52-week high of 69 from October 2008 and near low of 18 from August 25 according to IVolatility, suggesting decreasing price movement.

NASDAQ 100 - QQQQ overall implied volatility at 23; 26-week average is 30.

Financial Select Sector - XLF overall volatility at 40; 26-week average is 51.

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DJIA-17.2410,433.71
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S&P 500-0.591,105.65

Last updated: November 25, 2009: 06:47 AM

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