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.

Options Update: SEC charges Perot employee with insider trading originally appeared on BloggingStocks on Thu, 24 Sep 2009 08:00:00 EST. Please see our terms for use of feeds.

CBOE Volatility Index S&P 500 Options-VIX at 25.88; 10-day moving average is 28.13.

CBOE Volatility Index NASDAQ 100-VXN at 25.28; 10-day moving average is 28.37.

NASDAQ 100-QQQQ overall implied volatility at 26; 26-week average is 33.

Semiconductor Holders Trust-SMH overall volatility at 31; 26-week average is 40.

Russell 2000-IWM overall implied volatility at 30; 26-week average is 42.

Financial Select Sector-XLF overall volatility at 44; 26-week average is 61.

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

Options Update: Volatility low, suggesting less price movement originally appeared on BloggingStocks on Thu, 16 Jul 2009 09:00:00 EST. Please see our terms for use of feeds.