The Securities and Exchange Commission charged an employee of Perot Systems (NYSE: PER) with insider trading related to Dell's (NASDAQ: DELL) proposed acquisition of PER. PER options were active on elevated volatility preceding the announcement of the $3.9 billion deal.
CBOE Volatility Index S&P 500 Options - VIX at 23.48; 10-day moving average is 23.68.
CBOE Volatility Index NASDAQ 100VXN at 24.46; 10-day moving average is 24.61.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com.
CBOE Volatility Index S&P 500 Options
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