Paul Foster
Chicago U.S.A. - http://
Paul Foster, a knowledgeable researcher has 23-years of professional experience in the capital markets, investments, trading, corporate finance, arbitrage, options and mergers and acquisitions.TheFlyonthewall.com
FeedPosted Feb 9th 2010 9:00AM by Paul Foster (RSS feed)
Filed under: Motorola (MOT), Research in Motion (RIMM), Options
Research in Motion (RIMM) closed $66.67. RIMM is expected to report Q4 EPS on March 30. March option implied volatility is at 40, June is at 43, versus its 26-week average of 48 according to Track Data, suggesting decreasing price movement.
Motorola (MOT) closed at $6.57. Barron's said MOT shares look increasingly attractive on a sum-of-the-parts basis. March and April option implied volatility of 48 is below its 26-week average of 52, according to Track Data, suggesting slightly decreasing price movement.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Feb 8th 2010 9:00AM by Paul Foster (RSS feed)
Filed under: Options
Standard & Poor's Depository Receipts (SPY) is recently down 42 cents to $106.24 in pre-open trading. February and March put volatility is at 28; April is at 26; above its 26-week average of 24 according to Track Data, suggesting larger price movement.
MSCI Emerging Markets Index (EEM) closed at $37.20. EEM overall option implied volatility of 34 is near its 26-week average according to Track Data, suggesting non-directional price movement.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com
Posted Feb 5th 2010 8:30AM by Paul Foster (RSS feed)
Filed under: Options
iShares Trust FTSE/Xinhua China 25 Fund (FXI) closed at $38.42. FXI is an index fund that seeks investment results that correspond generally to the price and yield performance of the FTSE/Xinhua China 25 Index. February put option implied volatility is at 37, March puts are at 39, May puts are at 38, versus its 26-week average of 34 according to Track Data, suggesting larger price movement in March.
CBOE Volatility Index (VIX) at 26.07; 10-day moving average is 24.05, 50-day is 21.25.
Nikkei 225 recently down 2.89%. DAX 30 recently down 1.51%, according to Bloomberg.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Feb 4th 2010 9:00AM by Paul Foster (RSS feed)
Filed under: Toyota Motor Corp. (TM), Options
Toyota Motor (TM) is recently trading at $72.90 in pre-open trading, below its close of $73.49. TM reported better than expected Q3 EPS, raised its outlook despite recall. February put option implied volatility is at 47, March and April puts are at 42,versus its 26-week average of 29, according to Track Data, suggesting larger near term price movement.
CBOE Volatility Index (VIX) at 21.60; 10-day moving average is 23.67, 50-day is 21.17.
NASDAQ 100 (QQQQ) overall implied volatility at 22; 26-week average is 25.
Russell 2000 (IWM) overall implied volatility at 25; 26-week average is 29.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Feb 3rd 2010 11:40AM by Paul Foster (RSS feed)
Filed under: Toyota Motor Corp. (TM), Options
Toyota Motor (TM) is recently down $5.43 to $72.72. Transportation Secretary Ray LaHood said owners of recalled Toyotas should "stop driving" them and bring them to a Toyota dealer for repair, Bloomberg reports.
Toyota is expected to report Q3 EPS after the market close today. Call option volume of 10,509 contracts compares to put volume of 26,337 contracts. February put option implied volatility is at 48, March and April puts are at 42; verses its six-month average of 29, according to Track Data, suggesting larger near term price movement.
Options Update is provided by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Feb 3rd 2010 9:00AM by Paul Foster (RSS feed)
Filed under: CIGNA Corp (CI), Monster Worldwide (MNST), Options
Cigna (CI) closed at $35.24. CI is expected to report Q4 EPS on February 4. February option implied volatility is at 45, March is at 43, April is at 42, versus its 26-week average of 43, according to Track Data, suggesting non-directional price movement,
Monster Worldwide (MWW) closed at $16.04. MWW is expected to report Q4 EPS on February 3. February put option implied volatility is at 54, March and June puts are at 49, versus its 26-week average of 53 according to Track Data suggesting non-directional price movement.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com
Posted Feb 2nd 2010 9:30AM by Paul Foster (RSS feed)
Filed under: Pfizer (PFE), Options
Euro Currency Trust (FXE) closed at 139.05. The FXE reflects the price of the euro plus accrued interest, less the expense of the Trust's operations. Overall option implied volatility of 11 is near its 26-week average of 11, according to Track Data, suggesting non-directional price movement.
Pfizer (PFE) closed at $18.79. PFE is expected to report Q4 EPS on Feb. 3. February option implied volatility is at 31, March is at 29, versus its 26-week average of 30, according to Track Data, suggesting non-directional price movement.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Feb 1st 2010 8:50AM by Paul Foster (RSS feed)
Filed under: Wal-Mart (WMT), Berkshire Hathaway (BRK.A), Options
Wal-Mart (WMT) closed at $53.43. WMT's volatility is flat on tight trading range as it is expected to report Q4 EPS on February 18. February put option implied volatility is at 20, March and June puts are at 21; near its 26-week average of 21, according to Track Data, suggesting non-directional price movement.
Three stocks with IV rise on January 29; Berkshire Hathaway (BRK/B) +9%, Focus Media (FMCN) + 8%, Talbots (TLB) +6% according to IVolatility.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com
Posted Jan 29th 2010 9:00AM by Paul Foster (RSS feed)
Filed under: Netflix, Inc. (NFLX), Options
TiVo (TIVO) closed at $9.28. Microsoft (MSFT) filed a suit against TIVO on January 20 claiming TIVO illegally uses technology related to purchasing and delivering video. February option implied volatility is at 121, March is at 118, May is at 95; above its 26-week average of 74, according to Track Data, suggesting larger price movement.
Netflix (NFLX) surged 12% on January 28 after reporting better than expected EPS and subscriber growth. February and March put option implied volatility is at 44, June is at 46, versus its six-month average of 44, according to Track Data, suggesting non-directional price movement.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Jan 28th 2010 8:40AM by Paul Foster (RSS feed)
Filed under: Apple Inc (AAPL), Options
Apple (AAPL) closed at $207.88. February put option implied volatility decreased on improved clarity after iPad introduction and is at 33, April at 35, July at 37; near its six-month average of 37, according to Track Data, suggesting decreasing near-term price movement.
Baidu (BIDU) closed at $424.36. BIDU is expected to report Q4 EPS in mid-February. February put option implied volatility is at 44, March is at 45, versus its 26-week average of 45, according to Track Data, suggesting non-directional price fluctuations.
CBOE Volatility Index (VIX) at 23.13; 10-day moving average is 21.23, 50-day is 21.15
Options Update is provided by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Jan 27th 2010 8:40AM by Paul Foster (RSS feed)
Filed under: Toyota Motor Corp. (TM), Options
Toyota Motor (TM) closed at $86.78. TM announced that it is instructing Toyota dealers to temporarily suspend sales of eight models involved in the recall for sticking accelerator pedal, announced on Jan. 21, 2010. Overall option implied volatility of 27 is near its 26-week average of 27, according to Track Data, suggesting non-directional price movement.
Goldcorp (GG) a gold producer with 100% of its production unhedged, closed at $36.21. Gold is recently down .17% to $1097.60, according to Bloomberg. GG February option implied volatility is at 42, March and July is at 44; 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.
Posted Jan 26th 2010 9:00AM by Paul Foster (RSS feed)
Filed under: Options
Oil Services Holders Trust (OIH) closed at $122.72. Crude oil futures are recently down 1% to $74.51, according to Bloomberg. OIH holdings include BHI, BJS, DO, ESV, GRP, GSF, HAL, SLB, HC, NBR, NE, NOV, RDC, RIG, SII, SLB, TDW and WFT. OIH February and April put option implied volatility of 35 is near its 26-week average, according to Track Data, suggesting non-directional price movement.
Consumer Discretionary Sector SPDR (XLY) closed at $29.17. XLY February and March call option implied volatility is at 22, puts are at 23; near its 26-week average of 25, according to Track Data, suggesting slightly decreasing price movement.
Financial Select Sector (XLF) closed at $14.26. XLF February put option implied volatility is at 35, June is at 34, versus its 26-week average of 30, according to Track Data, suggesting larger price movement.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Jan 25th 2010 8:30AM by Paul Foster (RSS feed)
Filed under: Options
CBOE Volatility Index (VIX) is at 27.30; 10-day moving average is 19.31, 50-day is 21.09.
Financial Select Sector (XLF) overall volatility is at 29; 26-week average is 30.
ISE Sentiment Index-(ISEE) closed at 98 on Jan. 22, 2010. ISEE 10-day moving average is 126.
Three stocks with IV rise on January 21; UltraShort S&P 500 Proshares (SDS) +10%, UltraShort Financials (SKF) +12%, Ultra S&P 500 (SSO) +9%, according to IVolatility.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Jan 22nd 2010 5:40PM by Paul Foster (RSS feed)
Filed under: Options
CBOE Volatility Index: VIX was up 5.26 to 27.53; up 23%. The S&P 500 was down 1.99%.
CBOE Volatility Index: VIX 10 day-moving average was 19.32, 50-day moving average 21.09, according to Track Data.
Option Update provided by Stock Specialist Paul Foster of theflyonthewall.com
Posted Jan 22nd 2010 7:30AM by Paul Foster (RSS feed)
Filed under: McDonald's (MCD)
McDonald's (MCD) closed at $63.20. MCD is scheduled to report Q4 EPS on January 22. February and March put option implied volatility is at 18, June puts are at 20, versus its 26-week average of 20 according to Track Data, suggesting non-directional price movement.
Hansen Natural (HANS) closed at $40.53. HANS is expected to report Q4 EPS in late February. February option implied volatility is at 25, March is at 36, June is at 38, versus its 26-week average of 42, according to Track Data, suggesting decreasing price movement.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com.
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