Options Update: SPDR Gold Shares Volatility Flat on $1,122 Gold

Posted Dec 18th 2009 8:00AM by Paul Foster

SPDR Gold Shares (GLD) is recently up $1.26 to $108.60. Gold is also up 11% to $1,108.60 according to Bloomberg. GLD January and February option implied volatility of 24 is near its 26-week average of 25, according to Track Data, suggesting non-directional price movement.

Clearwire (CLWR) a provider of 4G service called Clear, closed at $6.79. CLWR January option implied volatility is at 73, March at 68; near its 26-week average of 67 according to Track Data, suggesting non-directional price movement.

CBOE Volatility Index-VIX at 22.51; 10-day moving average is 21.93.

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

Tags: CBOE Volatility Index, CboeVolatilityIndex, Clearwire, option implied volatility, OptionImpliedVolatility, SPDR Gold Shares, SpdrGoldShares