Options Update: Baidu Volatility Low as Shares Near Record High

Posted Mar 11th 2010 8:00AM by Paul Foster
Filed under: Amer Intl Group (AIG), Options

Baidu (BIDU) closed at $549.16. March put option implied volatility is at 29, April is at 33, June at 40 and September is at 41, versus its 26-week average of 42, according to Track Data, suggesting decreasing near-term price movement.

Financial Select Sector (XLF) closed at $15.35. March put option implied volatility is at 25, April is at 26, June is at 29, versus its 26-week average of 26, according to Track Data.

Three stocks with IV rise on March 9; American Intl Group (AIG) 17%, CMC Metals (CMC) +13%, Southwestern Energy (SWN) +4% according to IVolatility.

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

Tags: Baidu, CMC Metals CMC, CmcMetalsCmc, Financial Select Sector XLF, FinancialSelectSectorXlf, Southwestern Energy, SouthwesternEnergy