Options Update: Sara Lee January volatility flat into personal care sale

Posted Sep 25th 2009 8:00AM by Paul Foster
Filed under: Sara Lee Corp (SLE), Options, Unilever ADR (UL)

Sara Lee (NYSE: SLE) closed at $10.54. Unilever (NYSE: UN) agreed to buy SLE's personal-care and European detergent unit for $1.88 billion. SLE's board of directors authorized a $1 billion share repurchase program. SLE October option implied volatility is at 39, November is at 38; near its 26-week average of 38 according to Track Data, suggesting non-directional price movement.

MSCI Brazil Index (NYSE: EWZ) is recently up 37 cents to $65.04 in pre-open trading. Brazil Bovespa Stock Index is up 0.1%. EWZ call option volume of 14,379 contracts compares to put volume of 22,765 contracts. EWZ October option implied volatility is at 37, October and January is at 38; below its 26-week average of 45, according to Track Data, suggesting decreasing price movement.

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

Tags: ewz, inthenews, MSCI Brazil Index, MsciBrazilIndex, option implied volatility, OptionImpliedVolatility, sle, ul, un, Unilever

Add your comments

Your comments:

Remember me

E-Mail me when someone replies to this comment

Please keep your comments relevant to this blog entry. Email addresses are never displayed, but they are required to confirm your comments.

When you enter your name and email address, you'll be sent a link to confirm your comment, and a password. To leave another comment, just use that password.

To create a live link, simply type the URL (including http://) or email address and we will make it a live link for you. You can put up to 3 URLs in your comments. Line breaks and paragraphs are automatically converted — no need to use <p> or <br /> tags.

Featured Posts

In The News

Subscribe: Subscribe to feed; Add to My AOL; Sub with Bloglines

BloggingStocks bloggers (30 days)

#	Blogger	Posts	Cmts
1	Joseph Lazzaro	114	0
2	Tom Johansmeyer	102	3
3	Connie Madon	51	0
4	Steven Mallas	43	0
5	Mark Fightmaster	42	0
6	Tom Taulli	42	0
7	Trey Thoelcke	32	0
8	Steven Halpern	32	0
9	Melly Alazraki	26	0
10	Paul Foster	25	0
11	Zac Bissonnette	23	0
12	Brent Archer	22	0
13	Jon Ogg	22	0
14	Brian White	22	0
15	Jim Cramer	22	0
16	Elizabeth Harrow	19	0
17	Eric Buscemi	17	0
18	Sheldon Liber	13	0
19	Beth Gaston Moon	8	0
20	Michael Fowlkes	8	0

BloggingStocks Partners

More from AOL Money & Finance

Indexes	Change	Price
DJIA	+30.69	10,464.40
NASDAQ	+6.87	2,176.05
S&P 500	+4.98	1,110.63

Last updated: November 26, 2009: 10:57 AM

BloggingStocks Exclusives

Hot Stocks

DailyFinance Headlines

Latest from BloggingBuyouts

TheFlyOnTheWall.com Headlines

BioHealth Investor Headlines

WalletPop Headlines

My Portfolios

Track your stocks here!

Find out why more people track their portfolios on AOL Money & Finance then anywhere else.

BloggingStocks Partners

WalletPop Headlines

Other Weblogs Inc. Network blogs you might be interested in:

Skype soap opera ends as founders set to regain stake ahead of $2B sale Big LBOs are teetering, but Wall Street still planning record bonuses	Closing Bell: Economic Catapult for Thanksgiving & Black Friday (WMT, TGT, GRMN, GOOG, MSFT) Reid Hoffman: LinkedIn will go public (at some point) Microsoft CFO Chris Liddell leaving at the end of 2009
Apple document details Target Display mode for 27" iMac Apple Black Friday deals hit the Australian store Lose It! app for iPhone updated to 2.0, introduces online sync service	Pirates shed tears of illegal grief as Mininova goes legit and deletes infringing torrents Mozilla's Thunderbird 3 email client gets a release candidate Handbrake 0.94 transcodes DVDs even faster
Henry Dunay Designs Closing The Fashion Statement: What Do You Do, Roopal Patel? Hunter's Oak Golf Club For Sale	Google set to map the world - and push out GPS makers as a result? Closing Bell: Economic Catapult for Thanksgiving & Black Friday (WMT, TGT, GRMN, GOOG, MSFT) Reid Hoffman: LinkedIn will go public (at some point)