Mattel (NYSE: MAT) volatility Elevated at 39 into Voluntary recall. MAT announced the voluntary recall of 18 million products. BMO Capital Markets says, "We believe this recall will adversely affect consumer behavior, resulting in lower sales for the line. MAT closed at $23. MAT September option implied volatility of 36 is above its 26-week average of 26 according to Track Data, suggesting larger risk.

Moody's (NYSE: MCO) September implied volatility Elevated at 58. MCO, a provider of credit ratings, research and analysis covering fixed income securities closed at $49.98. The Wall Street Journal Online carried the headline "How rating firms' calls fueled Subprime Mess. Benign view of loans helped create bonds, led to more Lending." MCO September option implied volatility of 58 is above its 26-week average of 39 according to Track Data, suggesting larger fluctuations.

Continue reading Option update 8-15-07: Mattel (MAT) toy recall raises volatility

Option update 8-15-07: Mattel (MAT) toy recall raises volatility originally appeared on BloggingStocks on Wed, 15 Aug 2007 09:50:00 EST. Please see our terms for use of feeds.