Options Update: Time Warner volatility low into spin-off of AOL

Posted Nov 17th 2009 8:00AM by Paul FosterPaul Foster RSS Feed
Filed under: Time Warner (TWX), Options, AOL (AOL)

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Time Warner (TWX) and AOL announced Dec. 9 will be the spin-off distribution date for AOL. Time Warner stockholders of record as of 5 PM on Nov. 27 will receive one share of AOL common stock for every eleven shares of Time Warner common stock they hold. Time Warner December option implied volatility is at 32; January is at 34; versus its 26-week average of 37, according to Track Data, suggesting decreasing price movement.

November front month equity options expire November 20.

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

Tags: AOL, option implied volatility, OptionImpliedVolatility

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Last updated: February 10, 2010: 11:11 AM

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