Yamana Gold (NYSE: AUY) closed at $11.79. Gold is recently up 0.40% to $1093.70 according to Bloomberg. AUY November option implied volatility is at 60; January is at 59; versus its 26-week average of 59, according to Track Data, suggesting non-directional price movement.

Limited (NYSE: LTD) closed at $17.89. LTD reported comparable store sales decreased 2% for Q3. LTD is expected to report Q3 EPS on November 19. LTD November option implied volatility is at 60; December is at 56 above its 26-week average of 53, according to Track Data, suggesting larger price movement.

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

Options Update: Yamana Gold volatility at 60 on $1093 gold originally appeared on BloggingStocks on Fri, 06 Nov 2009 08:00:00 EST. Please see our terms for use of feeds.

PowerShares DB US Dollar Index (NYSE: UUP) is a rules-based index composed solely of long USDX(R) futures contracts. The USDX(R) futures contract is designed to replicate the performance of being long the U.S. Dollar against the following currencies: Euro, Japanese Yen, British Pound, Canadian Dollar, Swedish Krona and Swiss Franc. UUP closed at $22.51. UUP November option implied volatility is at 15, December is at 13; near its 26-week average of 15 according to Track Data. UUP total option volume on November 4 was 403,534 contracts, according to Track Data. UUP average daily volume is 70,830 contracts according to IVolatility.

Research in Motion (NASDAQ: RIMM) is recently trading at $59 in pre-open trading, above its close of $57.61. RIMM authorized a share repurchase of up to $1.2B. RIMM is expected to report Q3 EPS on December 17. RIMM November option implied volatility is at 48, December is at 57; verses its 26-week average of 51, according to Track Data, suggesting larger December price movement.

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

Options Update: PowerShares DB US Dollar Index Nov-Dec call spreaders active originally appeared on BloggingStocks on Thu, 05 Nov 2009 08:00:00 EST. Please see our terms for use of feeds.

Sears Holding (NASDAQ: SHLD) closed at $68.09. SHLD is scheduled to report Q3 EPS on November 19. SHLD November call option implied volatility is at 49, puts are at 50; December calls are at 52, puts are at 62; verses its 26-week average of 50, according to Track Data, suggesting larger price movement. SHLD puts are more expensive than calls because SHLD is difficult to borrow.

Financial Select Sector - XLF overall volatility at 41; 26-week average is 43.

ISE Sentiment Index-ISEE closed at 154 on 11/3/09. ISEE 10-day moving average is 126.

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

Options Update: Sears Holding volatility elevated into EPS and holiday outlook originally appeared on BloggingStocks on Wed, 04 Nov 2009 08:00:00 EST. Please see our terms for use of feeds.

Starbucks (NASDAQ: SBUX) closed at $19.38. SBUX is scheduled to report Q4 EPS after the market close on November 5. SBUX November option implied volatility is at 48, December is at 42; verses its 26-week average of 47 contracts, according to Track Data.

Time Warner (NYSE: TWX) closed at $30.15. TWX is expected to report Q3 EPS on November 4. TWX November option implied volatility is at 43; December is at 39; verses its 26-week average of 40, according to Track Data, suggesting non-directional price movement.

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

Options Update: Starbucks November volatility at 48, December at 42 into EPS originally appeared on BloggingStocks on Tue, 03 Nov 2009 08:40:00 EST. Please see our terms for use of feeds.

Berkshire Hathaway (NYSE: BRK.A) announced the acquisition of Burlington Northern (NYSE: BNI) for $100 per share in cash and stock for a deal worth $34 billion. BRK.A is purchasing the remaining 77.4% of outstanding BNI stock its does not own. BNI November option implied volatility is flat at 36, December is at 35; verses its 26-week average of 37 according to Track Data, suggesting non-directional price fluctuations.

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

Options Update: Berkshire Hathaway buys Burlington Northern -- volatility flat originally appeared on BloggingStocks on Tue, 03 Nov 2009 08:00:00 EST. Please see our terms for use of feeds.

Kraft Foods (NYSE: KFT) is expected to report Q3 EPS on November 3. KFT's $16.7 billion bid for Cadbury PLC (NYSE: CBY) was rejected by CBY in September. KFT faces a November 9 deadline set by the U.K. Takeover Panel to make a formal offer for CBY. KFT November option implied volatility is at 25, December is at 24; versus its 26-week average of 25, according to Track Data, suggesting non-directional price movement.

iShares Trust FTSE/Xinhua China 25 Fund (NYSE: FXI) is recently up $1.30 to $43 in pre-open trading. 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. FXI overall option implied volatility of 38 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.

Options Update: Kraft Foods volatility flat into EPS and Cadbury buyout clarity originally appeared on BloggingStocks on Mon, 02 Nov 2009 09:00:00 EST. Please see our terms for use of feeds.

Human Genome (NASDAQ: HGSI) closed at $19.97. HGSI's Benlysta, a lupus treatment, is expected to have phase 3 data released on November 2. HGSI November option implied volatility is at 249, December is at 170, January is at 143 and April is at 112, according to Track Data, suggesting large movement.

NASDAQ 100 (NASDAQ: QQQQ) overall implied volatility at 24; 26-week average is 28.

Semiconductor Holders Trust-SMH overall volatility at 29; 26-week average is 33.

Options Update: Human Genome November volatility at 248 into data originally appeared on BloggingStocks on Fri, 30 Oct 2009 08:00:00 EST. Please see our terms for use of feeds.

Sun Microsystems (NASDAQ: JAVA) closed at $8.18. Oracle's (NASDAQ: ORCL) announced in April it was paying $9.50 in cash per share for JAVA. JAVA November option implied volatility is at 57, December is at 57, January is at 59, above its 21-week average of 19, according to Track Data, suggesting larger price movement.

CBOE Volatility Index-VIX at 27.90; 10-day moving average is 22.77.

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

Options Update: Sun Microsystems volatility elevated on EU Commission concerns originally appeared on BloggingStocks on Thu, 29 Oct 2009 08:15:00 EST. Please see our terms for use of feeds.

Yahoo (NASDAQ: YHOO) closed at $16.69.YHOO is hosting an analyst meeting on October 28. YHOO November option implied volatility is at 36; January is at 37; below its 26-week average of 48, according to Track Data, suggesting decreasing price movement.

Financial Select Sector-XLF overall volatility at 36; 26-week average is 43.

ISE Sentiment Index-ISEE closed at 152 on 10/27/09. ISEE 10-day moving average is 134.

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

Options Update: Yahoo volatility low into online ad growth outlook originally appeared on BloggingStocks on Wed, 28 Oct 2009 08:00:00 EST. Please see our terms for use of feeds.

Apollo Group (NASDAQ: APOL) was recently trading at $58.52 in after market trading, below its close of $72.97. APOL announced an informal inquiry into its revenue recognition practices. APOL November option implied volatility went out at 52, December at 45; verses its 26-week average of 49, according to Track Data, suggesting non-directional price movement.

CBOE Volatility Index: VIX was up 64 cents to 24.96.

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

Options Update: Apollo Group volatility flat into informal revenue recognition inquiry originally appeared on BloggingStocks on Tue, 27 Oct 2009 17:30:00 EST. Please see our terms for use of feeds.

Live Nation (NYSE: LYV), a producer of live concerts, closed at $7.19. LYV is expected to report Q3 EPS soon. LYV and Ticket master (NASDAQ: TKTM) announced a merger of equals in February 2009. Antitrust regulators have been reviewing the merger. LYV November option implied volatility is at 73, December is at 70; verses its 26-week average of 79, according to Track Data, suggesting decreasing price movement.

Ticket master closed at $10.59. TKTM November option implied volatility is at 66, December is at 63; verses its 26-week average of 73, according to Track Data, suggesting decreasing price movement.

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

Options Update: Live Nation volatility low into EPS and Ticketmaster merger originally appeared on BloggingStocks on Tue, 27 Oct 2009 08:00:00 EST. Please see our terms for use of feeds.

Expedia (NASDAQ: EXPE) closed at $26.36. EXPE is scheduled to discuss Q3 EPS on October 29. EXPE November option implied volatility of 53; December is at 49; near its 26-week average of 53 according to Track Data, suggesting non-directional price movement.

Priceline.com (NASDAQ: PCLN) closed at $177.14. PCLN will be added to the NASDAQ-100 Index effective at the start of trading on October 29. PCLN is expected to report Q3 EPS in early November. PCLN November option implied volatility is at 43, December and January is at 40; below its 26-week average of 45, according to Track Data, suggesting non-directional price movement.

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

Options Update: Expedia volatility flat at 53 into EPS; shares near 22-month high originally appeared on BloggingStocks on Mon, 26 Oct 2009 08:00:00 EST. Please see our terms for use of feeds.

BP PLC (NYSE: BP) closed at $56.64. BP is expected to announce Q3 EPS on October 27. WTI Crude futures are recently down .21% to $81.02 according to Bloomberg. BP November option implied volatility is at 26, January is at 27; below its 26-week average of 29, according to Track Data, suggesting decreasing price movement.

Home Depot (NYSE: HD) closed at $26.72. HD is expected to report Q3 EPS on November 17. HD November option implied volatility is at 27, December is at 30; below its 26-week average of 35 according to Track Data.

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

Options Update: BP PLC volatility low at 26 into EPS and $81 oil originally appeared on BloggingStocks on Fri, 23 Oct 2009 08:00:00 EST. Please see our terms for use of feeds.

Microsoft (NASDAQ: MSFT) closed at $26.58. MSFT is scheduled to report Q1 on October 23. MSFT's Window 7 is expected to be generally available on October 22. MSFT November option implied volatility is at 28, November is at 26; below its 26-week average of 31, according to Track Data, suggesting decreasing price movement.

Titanium Metals (NYSE: TIE) closed at $10.06. TIE, a worldwide producer of titanium metal products, is expected to be a supplier of materials for the Boeing (BA) 787 Dreamliner. TIE Q3 EPS are expected in early November. TIE November option implied volatility is at 54, December is at 53; below its 26-week average of 67, according to Track Data, suggesting decreasing price movement.

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

Options Update: Microsoft volatility low into EPS and Window 7 originally appeared on BloggingStocks on Thu, 22 Oct 2009 08:00:00 EST. Please see our terms for use of feeds.

Diamonds Fund (NYSE: DIA) closed at $100.86.39 DIA is an ETF whose objective is to correspond to the price and yield performance of the Dow Jones Industrial Average-DJIA. DIA November call option implied volatility is at 15, puts are at 20, December call volatility is at 16, puts at 22; below its 26-week average of 23, according to Track Data, suggesting decreasing price movement.

Freeport McMoRan (NYSE: FCX) closed at $78.63. FCX is expected to report Q3 EPS on October 21. FCX November call option implied volatility is at 42, puts at 45, December calls are at 42, puts are at 46; below its 26-week of average of 60, according to Track Data, suggesting decreasing price movement.

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

Options Update: Diamonds Fund volatility low at 15 as ETF near one year high originally appeared on BloggingStocks on Wed, 21 Oct 2009 08:00:00 EST. Please see our terms for use of feeds.

NYSE Euronext (NYSE: NYX) closed at $29.06. NYX is expected to report Q3 EPS on October 30. NYX November option implied volatility is at 39, December is at 38; below its 26-week average of 49, according to Track Data, suggesting deceasing price movement.

Financial Select Sector-XLF overall volatility at 34; 26-week average is 46.

ISE Sentiment Index-ISEE closed at 117 on Monday. ISEE 10-day moving average is 144.

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

Options Update: NYSE Euronext volatility low into EPS and volume metric outlook originally appeared on BloggingStocks on Tue, 20 Oct 2009 08:00:00 EST. Please see our terms for use of feeds.

Palm (NASDAQ: PALM) closed at $16.45. PALM's Pixi product is expected to be available at Sprint (NYSE-S) before the holidays. PALM November option implied volatility is at 67, January is at 75; verses its 26-week average of 78, according to Track Data, suggesting decreasing near term price movement.

DuPont(NYSE: DD) closed at $34.10. DD is expected to report Q3 EPS on October 20. DD November option implied volatility is at 35; January is at 36; below its 26-week average 40 according to Track Data, suggesting decreasing price movement.

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

Options Update: Palm November volatility at 67 into Pixi release originally appeared on BloggingStocks on Mon, 19 Oct 2009 08:00:00 EST. Please see our terms for use of feeds.

CBOE Volatility Index S&P 500 Options-VIX closed at 21.71; 10-day moving average is 24.37.

Biogen Idec (NASDAQ: BIIB) closed at $49.79. BIIB is expected to report Q3 EPS on October 20 and give avonex outlook. BIIB November and January option implied volatility of 36 is near its 26-week average of 39 according to Track Data, suggesting non-directional price movement.

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

Options Update: CBOE Volatility Index S&P 500 Options-VIX closes at 13-month low originally appeared on BloggingStocks on Fri, 16 Oct 2009 08:30:00 EST. Please see our terms for use of feeds.

Citigroup (NYSE: C) closed at $5.00. C is expected to report Q3 EPS today. C options were active on October 14th with 1,117,189 contracts trading. C October 5 straddle is priced at 33c, November 5 straddle is at 72c. C November option implied volatility is at 56, December is at 56, January is at 59; verses its 26-week average of 79, according to Track Data, suggesting decreasing price movement after EPS.

UAL Corp (NASDAQ: UAUA) closed at $7.82. UAUA is scheduled to report Q3 EPS on October 20. UAUA November option implied volatility is at 80, December is at 84; below its 26-week average of 111, according to Track Data, suggesting decreasing price movement.

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

Options Update: Citigroup options suggest flat movement into EPS originally appeared on BloggingStocks on Thu, 15 Oct 2009 08:20:00 EST. Please see our terms for use of feeds.

Amgen (NASDAQ: AMGN) closed at $59.27. AMGN is scheduled to report Q3 EPS on October 21. AMGN's Dmab PDUFA is expected on October 19th. AMGN November option implied volatility is at 35, January is at 34; verses its six-month average of 37, according to Track Data, suggesting decreasing price movement.

CBOE streetTracks Gold Shares (NYYSE: GLD) is recently down 13c to $104.13 in pre-open trading. Gold is recently up 0.84% to $1063 according to Bloomberg. GLD option implied volatility is at 23, below a level of 59 from October 2008 and above a level of 17 from July and near a level of 22 from a month ago, according to IVolatility.

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

Options Update: Amgen volatility low into EPS, guidance and Dmab originally appeared on BloggingStocks on Wed, 14 Oct 2009 08:00:00 EST. Please see our terms for use of feeds.