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.

Options Update: CBOE Volatility Index Near Three-Month High originally appeared on BloggingStocks on Mon, 25 Jan 2010 08:30:00 EST. Please see our terms for use of feeds.

Google (GOOG) closed at $580.42. GOOG is expected to report Q4 EPS on January 21. GOOG February option implied volatility is at 33, March is at 30, above its 26-week average of 28, according to Track Data, suggesting larger near term price movement.

Russell 2000 (IWM) overall implied volatility at 24; 26-week average is 29.

Financial Select Sector (XLF) overall volatility at 24; 26-week average is 30.

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

Options Update: Google February Volatility Elevated at 33 into EPS originally appeared on BloggingStocks on Thu, 21 Jan 2010 08:00:00 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.

United States Natural Gas Fund (NYSE: UNG) closed at $11.75. The investment objective of UNG is for the changes in percentage terms of the unit's net asset value to reflect the changes in percentage terms of the price of natural gas delivered at the Henry Hub, Louisiana. Natural Gas futures are recently down .45% to 3.743 according to Bloomberg. UNG options were active on September 16 with of 222,361 contracts trading. UNG October option implied volatility of 66 is near its 26-week average according to Track Data.

Financial Select Sector (XLF) overall volatility at 39; 26-week average is 50 according to Track Data.

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

Options Update: United States Natural Gas Fund options active originally appeared on BloggingStocks on Thu, 17 Sep 2009 08:30:00 EST. Please see our terms for use of feeds.

Coca-Cola (NYSE: KO) closed at $51.51. KO over all option implied volatility of 22 is below its 52-week high of 69 from October 2008 and near low of 18 from August 25 according to IVolatility, suggesting decreasing price movement.

NASDAQ 100 - QQQQ overall implied volatility at 23; 26-week average is 30.

Financial Select Sector - XLF overall volatility at 40; 26-week average is 51.

Options Update: Coca-Cola volatility low; shares near one-year high originally appeared on BloggingStocks on Mon, 14 Sep 2009 09:20:00 EST. Please see our terms for use of feeds.

Financial Select Sector (XLF) overall volatility at 39; 26-week average is 58.

ISE Sentiment Index (ISEE) closed at 130 on 8/7/09. ISEE 10-day moving average is 130.

Volatility Index NASDAQ 100 (VXN) at 25.02; 10-day moving average is 25.83.

August front month equity options expire on August 21.

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

Options Update: Volatility decreases as market indices rally originally appeared on BloggingStocks on Mon, 10 Aug 2009 08:30:00 EST. Please see our terms for use of feeds.

Exxon Mobil (NYSE: XOM) closed at $69.99. XOM is expected to report Q2 EPS on July 30. Crude oil futures are recently down .35% to $65.17, according to Bloomberg. August option implied volatility of 23 is below its 26-week average of 34, according to Track Data, suggesting decreasing price fluctuations.

Financial Select Sector-XLF overall volatility at 38; 26-week average is 60.

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

Options Update: Exxon Mobil volatility low into EPS and $65 oil originally appeared on BloggingStocks on Thu, 23 Jul 2009 08:20:00 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.

Goldman Sachs (NYSE: GS) closed at $149.44. GS is scheduled to report Q2 EPS before the open on July 14. GS July 150 straddle is priced at $8.30, August 150 straddle is priced at $17.45. GS July option implied volatility is at 59, August is at 45; below its 26-week average of 66, according to Track Data, suggesting decreasing price movement.

Financial Select Sector (NYSE: XLF) overall volatility at 47; 26-week average is 62.

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

Options Update: Goldman Sachs options priced for move on EPS & leverage ratio outlook originally appeared on BloggingStocks on Tue, 14 Jul 2009 07:40:00 EST. Please see our terms for use of feeds.

Bank of America (NYSE: BAC) is recently trading at $11.25 in pre-open trading, above its close of $11.25. BAC said it had completed a stock sale that raised $13.5 billion in capital. Since May 8, BAC has sold 1.25 billion shares at an average price of $10.77. BAC June option implied volatility is at 89, July is at 92; below its 26-week average of 103 according to Track Data, suggesting decreasing movement.

Financial Select Sector (NYSE: XLF) overall volatility at 55; 26-week average is 67.

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

Options Update: Bank of America July volatility at 92 into $13.5 billion capital raise originally appeared on BloggingStocks on Wed, 20 May 2009 08:00:00 EST. Please see our terms for use of feeds.

Morgan Stanley (NYSE: MS) closed at $15.22 on Friday. MS is expected to report Q4 EPS in mid December. MS December 15 straddle is priced at $3.30. MS January option implied volatility of 126 is above its 26-week average of 98 according to Track Data, suggesting large price movement.

Goldman Sachs (NYSE: GS) closed at $70.72 on Friday. GS is expected to report Q4 EPS on December 16. GS December 70 straddle is priced at $13.30. GS January option implied volatility of 103 is above its 26-week average of 74 according to Track Data, suggesting large price movement.

Mitsubishi UFJ Financial Group (NYSE: MTU) said it will raise about $4.3 billion by selling common shares to boost capital. MTU overall option implied volatility of 91 is above its 26-week average of 62 according to Track Data, suggesting larger price movement.

Financial Select Sector-XLF overall volatility at 83; 26-week average is 53

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

Options Update: Morgan Stanley, Goldman Sachs volatlity elevated into outlook originally appeared on BloggingStocks on Mon, 08 Dec 2008 09:05:00 EST. Please see our terms for use of feeds.

Volatility Index S&P 500 Options-VIX at 56.09; 10-day moving average is 61.55.

NASDAQ 100-QQQQ overall implied volatility at 52; 26-week average is 37.

Financial Select Sector-XLF overall volatility at 76; 26-week average is 46.

Best Buy (NYSE: BBY) closed at $25.59. Circuit City (NYSE: CC) filed for Chapter 11. BBY December option implied volatility of 86 is above its 26-week average of 54 according to Track Data, suggesting larger price movement.

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

Options Update: Index volatility stays elevated, suggesting continued price movement originally appeared on BloggingStocks on Mon, 10 Nov 2008 09:25:00 EST. Please see our terms for use of feeds.

Volatility Index S&P 500 Options - VIX at 79.12; 10-day moving average is 63.99.

Volatility Index NASDAQ 100 - VXN at 78.81; 10-day moving average is 67.89.

NASDAQ 100 - QQQQ overall implied volatility at 52; 26-week average is 34.

Russell 2000 - IWM overall implied volatility at 62; 26-week average is 34.

Financial Select Sector - XLF overall volatility at 78; 26-week average is 44.

Comcast (NASDAQ: CMCSA) is scheduled to report Q3 EPS on October 29. CMCSA November option implied volatility of 111 is above its 26-week average of 39 according to Track Data, suggesting larger price movement.

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

Option Update: Volatilities at all time record highs, indicating movement originally appeared on BloggingStocks on Mon, 27 Oct 2008 09:28:00 EST. Please see our terms for use of feeds.

Globex S&P futures trading limit down 60.00 below previous day's SPX cash close.

Stocks tumbled around the world and U.S. index futures fell on increasing concern the weakening global economy will decrease earnings.

Nikkei 225 down 9.60%, DAX 30 down 8.96%. WTI Crude oil $64.50. Copper down 2.50%. Gold $690.

Volatility Index S&P 500 Options-VIX at 67.80; 10-day moving average is 63.07.

Volatility Index NASDAQ 100-VXN at 69.83; 10-day moving average is 67.16.

NASDAQ 100-QQQQ overall implied volatility at 53; 26-week average is 33.

Semiconductor Holders Trust-SMH overall volatility at 49; 26-week average is 33.

Russell 2000-IWM overall implied volatility at 51; 26-week average is 33.

Financial Select Sector-XLF overall volatility at 70; 26-week average is 44.

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

Option Update: Globex S&P futures trading limit down 60.00; volatility elevated originally appeared on BloggingStocks on Fri, 24 Oct 2008 08:35:00 EST. Please see our terms for use of feeds.

Anadarko Petroleum (NYSE: APC) closed at $57.84 Monday. APC announced plans to repurchase up to $5 billion, or 18%, of its outstanding shares at the current trading price. APC intends to repurchase about $600 million in shares before the end of the year. APC affirms debt-to-cap ratio of between 25% and 35%. APC October option implied volatility of 45 is above its 26-week average of 42 according to Track Data, suggesting slightly larger price movement.

TiVo (NYSE: TIVO) is scheduled to report Q3 EPS after the market close on August 27. TIVO overall option implied volatility of 80 is above its 26-week average of 71 according to Track Data, suggesting larger price movement.

Financial Select Sector-XLF overall volatility at 44; 26-week average is 38

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

Option Update: APC volatility at 45 into $5B repurchase program originally appeared on BloggingStocks on Tue, 26 Aug 2008 08:48:00 EST. Please see our terms for use of feeds.

Chicago Bridge & Iron (NYSE: CBI), was trading at $31.39 in after market trading last night, below its close of $36.39 Tuesday.

CBI lowered guidance for 2008 and will take a Q2 pretax charge of $317 million on cost over runs associated with two LNG projects in the UK. Goldman Sachs says: "Lowering rating to Neutral on nagging execution risk."

CBI August option implied volatility of 66 is above its 26-week average of 53 according to Track Data, suggesting larger price movement.

Financial Select Sector-XLF overall volatility at 51; 26-week average is 36

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

Option Update: Chicago Bridge & Iron volatility elevated into lower guidance & charge originally appeared on BloggingStocks on Wed, 16 Jul 2008 09:30:00 EST. Please see our terms for use of feeds.

Financial Select Sector-XLF is recently down 32 cents to $17.40. XLF call option volume of 19,435 contracts compares to put volume of 38,221 contracts. XLF 17.5 straddle is priced at $1.46. XLF August option implied volatility of 76 is above its 26-week average of 36 according to Track Data, suggesting larger price movement.

Volatility Index S&P 500 Options-VIX up 1.01 to 29.49

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

Option Update: Financial Select Sector put volume heavy originally appeared on BloggingStocks on Tue, 15 Jul 2008 10:22:00 EST. Please see our terms for use of feeds.

Blackrock (NYSE: BLK), an investment management firm, closed at $166.63 Monday. BLK is expected to announce Q2 EPS on July 17. Merrill Lynch (NYSE: MER) owns 52,395,082 shares of BLK as of March 21, 2008. BLK July 165 straddle is priced at $14. BLK August option implied volatility of 63 is above its 26-week average of 47 according to Track Data, suggesting larger price movement.

Financial Select Sector-XLF overall volatility at 54; 26-week average is 36.

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

Option Update: Blackrock volatility elevated into EPS & outlook originally appeared on BloggingStocks on Tue, 15 Jul 2008 10:00:00 EST. Please see our terms for use of feeds.

EchoStar (NASDAQ: DISH) closed at $26.70 Monday, near five-year low. DISH August option implied volatility of 57 is above its 26-week average of 45 according to Track Data, suggesting larger price movement.

Financial Select Sector-XLF overall volatility at 43; 26-week average is 34

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

Option Update: EchoStar August volatility elevated at 57 originally appeared on BloggingStocks on Tue, 08 Jul 2008 10:20:00 EST. Please see our terms for use of feeds.

General Electric (NYSE: GE) closed at $27.12, near five-year low.

GE is expected to report Q2 EPS on July 11.

GE July option implied volatility is at 38, August is at 32; above its 26-week average of 29 according to Track Data, suggesting larger price movement.

Financial Select Sector-XLF overall volatility at 41; 26-week average is 34

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

Option Update: General Electric volatility elevated into EPS originally appeared on BloggingStocks on Wed, 02 Jul 2008 08:57:00 EST. Please see our terms for use of feeds.