Options Update: Cadbury volatility low after rejecting Kraft's $16.7 billion offer

Posted Sep 23rd 2009 8:00AM by Paul Foster
Filed under: Options, Kraft Foods'A' (KFT)

Cadbury PLC (NYSE: CBY) rejected Kraft (NYSE: KFT) $16.7B for CBY on September 7. CBY over all option implied volatility of 27 is below its 26-week average of 33, according to Track Data, suggesting decreasing price movement.

MSCI Emerging Markets Index (NYSE: EEM) is recently closed at $39.28. EEM October option implied volatility is at 31, November is at 33; below its 26-week average of 39, according to Track Data, suggesting decreasing price movement.

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

Tags: Cadbury PLC, CadburyPlc, MSCI Emerging Markets Index, MsciEmergingMarketsIndex, option implied volatility, OptionImpliedVolatility

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