Options Update: S&P Retail Index SPDR volatility low into September sales reports

Posted Oct 8th 2009 8:00AM by Paul Foster
Filed under: Options

S&P Retail Index SPDR (NYSE: XRT) seeks to replicate as closely as possible to the performance of the S&P Retail Select Index. XRT closed at $34.65. Retailers are scheduled to report September sales this morning. XRT October option implied volatility is at 30, November is at 32; versus its 26-week average of 38, according to Track Data, suggesting decreasing price movement.

China Petroleum & Chemical (NYSE: SNP) closed at $86.99. WTI Crude futures are up .89% to $70.89 according to Bloomberg. SNP overall option implied volatility of 36 is below its 26-week average of 46, according to Track Data, suggesting decreasing price movement.

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

Tags: China Petroleum Chemical, ChinaPetroleumChemical, option implied volatility, OptionImpliedVolatility, SP Retail Index SPDR, SpRetailIndexSpdr

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