General Electric (NYSE: GE) closed at $16. GE is scheduled to host a Global Research Analyst Meeting on September 17. GE options were active on volume of 812,432 contracts. GE October option implied volatility is at 47 and December is at 43; below its six-week average of 55, according to Track Data.
Sara Lee (NYSE: SLE) closed at $10.00. SLE's analyst meeting today will review fiscal 2009 and discuss future growth strategies and initiatives. SLE October and January option implied volatility of 34 is below its 26-week average of 38, according to Track Data, suggesting decreasing price movement.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com.











Add your comments