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.

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.

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.

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.

CIT Group (NYSE: CIT) is recently trading at 55 cents in pre-open trading, above its close of 41 cents. CIT is in discussions with regulators on liquidity solutions. CIT August 1 straddle is priced at 90 cents, October 1 straddle is priced at $1.10, January 1 straddle is priced at $1.15 according to Track Data, suggesting large price movement.

ISE Sentiment Index (ISEE) closed at 137 on 7/16/09. ISEE 10-day moving average is 117.

August front month equity options expire on August 21.

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

Options Update: CIT Group options expensive on financing discussions originally appeared on BloggingStocks on Fri, 17 Jul 2009 09:00:00 EST. Please see our terms for use of feeds.

Amgen (NASDAQ: AMGN) closed Wednesday at $59.50. AMGN shares rallied 13% on July 8 after announcing that a pivotal, Phase 3, head-to-head trial evaluating denosumab versus Zometa in the treatment of bone metastases in 2,049 patients with advanced breast cancer met its primary and secondary endpoints and demonstrated superior efficacy compared to Zometa. AMGN is scheduled to report Q2 EPS on July 27. AMGN July option implied volatility is at 32, August is at 36, below its 26-week average of 42, according to Track Data, suggesting decreasing price movement.

ISE Sentiment Index (ISEE) closed at 109 on 7/8/09. ISEE 10-day moving average is 119.

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

Options Update: Amgen volatility decreases as shares rally 13% on denosumab trial originally appeared on BloggingStocks on Thu, 09 Jul 2009 08:30:00 EST. Please see our terms for use of feeds.

Euro Currency Trust (NYSE: FXE) closed at 140.33. The FXE reflects the price of the Euro plus accrued interest, less the expense of the Trust's operations. FXE overall option implied volatility of 13 is below its 26-week average of 18, according to Track Data, suggesting decreasing price movement.

Financial Select Sector - XLF overall volatility at 44; 26-week average is 64.

ISE Sentiment Index-ISEE closed at 116 on 6/30/09. ISEE 10-day moving average is 111.

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

Options Update: Euro Currency Trust volatility of 13 near nine-month lows originally appeared on BloggingStocks on Wed, 01 Jul 2009 08:20:00 EST. Please see our terms for use of feeds.

Carnival (NYSE: CCL) closed at $23.73. CCL is scheduled to report Q2 EPS on June 18. CCL June 24 straddle is priced at $1.85, July 24 straddle is priced at $3.30. CCL June option implied volatility is at 63, July is at 57; verses its 26-week average of 63, according to Track Data, suggesting decreasing price movement after EPS.

CBOE Volatility Index S&P 500 Options (CBOE-VIX) at 28.11; 10-day moving average is 29.40.

ISE Sentiment Index-ISEE closed at 125 on 6/11/09. ISEE 10-day moving average is 130.

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

Options Update: Carnival June volatility flat into EPS & booking volume originally appeared on BloggingStocks on Fri, 12 Jun 2009 08:30:00 EST. Please see our terms for use of feeds.

Qualcomm (NASDAQ: QCOM) is recently up 47 cents to $49.

Deutsche Bank has a Buy rating with a $60 price target on QCOM.

QCOM is expected to report Q3 EPS in late July.

QCOM overall option implied volatility of 37 is near its 26-week average according to Track Data, suggesting non-directional price movement.

ISE Sentiment Index-ISEE closed at 76 on 6/20/08. ISEE 10-day moving average is 105.

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

Option Update: Qualcomm volatility flat as share near two-year high originally appeared on BloggingStocks on Mon, 23 Jun 2008 09:09:00 EST. Please see our terms for use of feeds.