Options Update: Pfizer volatility low into EPS and pending merger with Wyeth

Posted Oct 13th 2009 8:00AM by Paul Foster
Filed under: Pfizer (PFE)

Pfizer (NYSE: PFE) closed at $17.10. PFE is expected to report Q3 EPS on October 20. Pfizer is expected to close on the acquisition of Wyeth (NYSE: WYE) for $33 in cash and 0.985 of a share of Pfizer by the end of 2009. PFE call option volume of 32,111 contracts compares to put volume of 2,590 contracts PFE October and November option implied volatility of 30 is below its 26-week average of 33, according to Track Data, suggesting decreasing price movement.

Financial Select Sector (NYSE: XLF) overall volatility at 39; below a level of 129 from November 2008 and above a level of 33 from September 23 according to IVolatility.com.

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

Tags: Financial Select Sector, option implied volatility, OptionImpliedVolatility, Wyeth

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Options Update: Pfizer volatility low into EPS and pending merger with Wyeth

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