Options Update: NovaGold Volatility Elevated as Gold Trades Above $1,421 originally appeared on BloggingStocks on Wed, 10 Nov 2010 09:00:00 EST. Please see our terms for use of feeds.

Toyota Motor (TM) is recently trading at $72.90 in pre-open trading, below its close of $73.49. TM reported better than expected Q3 EPS, raised its outlook despite recall. February put option implied volatility is at 47, March and April puts are at 42,versus its 26-week average of 29, according to Track Data, suggesting larger near term price movement.

CBOE Volatility Index (VIX) at 21.60; 10-day moving average is 23.67, 50-day is 21.17.

NASDAQ 100 (QQQQ) overall implied volatility at 22; 26-week average is 25.

Russell 2000 (IWM) overall implied volatility at 25; 26-week average is 29.

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

Options Update: Toyota Motor Volatility Elevated on Recall originally appeared on BloggingStocks on Thu, 04 Feb 2010 09:00:00 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.

MSCI Emerging Markets Index (EEM) is recently down 62 cents to $35.91. EEM August option implied volatility is at 35; September is at 37; below its 26-week average of 41, according to Track Data, suggesting decreasing price movement.

NASDAQ 100 (QQQQ) overall implied volatility at 25; 26-week average is 32.

CBOE NASDAQ 100 Index (NDX) call volatility at 23, puts at 25; index near ten-month high.
August front-month equity options expire on August 21.

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

Options Update: MSCI Emerging Markets Index volatility low at 37 originally appeared on BloggingStocks on Tue, 11 Aug 2009 08:40:00 EST. Please see our terms for use of feeds.

Apple (NASDAQ: AAPL) September at the money volatility is at 32, Cisco (NASDAQ: CSCO) is at 31, Hewlett Packard (NYSE: HPQ) is at 32, Qualcomm (NASDAQ: QCOM) is at 32, Research in Motion (NASDAQ: RIMM) is at 45 and IBM (NYSE: IBM) is at 23.

NASDAQ 100 - QQQQ overall implied volatility at 26; 26-week average is 32

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

Options Update: Technology leaders' comparable September option implied volatility originally appeared on BloggingStocks on Fri, 07 Aug 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.

Sepracor (NASDAQ: SEPR) is recently down $2.89 to $15 in pre-open trading. SEPR announced that SEP-225289 failed to meet its primary endpoint in a pivotal Phase 2 trial in patients with major depressive disorder. SEPR also announced the FDA has put two Lunesta pediatric studies on hold due to concerns about non-clinical data that could be relevant to the use of Lunesta in children. SEPR over all option implied volatility of 48 is below its 26-week average of 57, according to Track Data, suggesting decreasing price movement.

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

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

Options Update: Sepracor volatility low into product pipeline setbacks originally appeared on BloggingStocks on Thu, 02 Jul 2009 09:00:00 EST. Please see our terms for use of feeds.

Harley-Davidson (NYSE: HOG) closed at $17.10. HOG named Keith Wandell as president and CEO, succeeding James Ziemer who is retiring. Wandell is currently COO and Pres of Johnson Controls (NYSE-JCI). HOG is expected to report Q1 EPS on April 16. HOG, April option implied volatility is at 100; April is at 97; above its 26-week average of 87, according to Track Data, suggesting larger movement.

NASDAQ 100-QQQQ overall implied volatility at 38; 26-week average is 43.

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

Options Update: Harley-Davidson volatility up into EPS and new management outlook originally appeared on BloggingStocks on Tue, 07 Apr 2009 08:45:00 EST. Please see our terms for use of feeds.

Only two and half of the next six days will be trading days. The time value of an option's premium, which the option holder has "purchased" when paying for the option, decreases with the passage of time. With the market closed in three and half of the next six days, long option premium positions have less time to move to a profitable outcome.

Volatility Index S&P 500 Options - VIX at 44.56; 10-day moving average is 52.04.

Volatility Index NASDAQ 100 - VXN at 41.90; 10-day moving average is 49.87.

NASDAQ 100 - QQQQ overall implied volatility at 44; 26-week average is 46 according to Track Data.

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

Options Update: Long premium options decay during holiday resulting in lower volatility originally appeared on BloggingStocks on Tue, 23 Dec 2008 17:00:00 EST. Please see our terms for use of feeds.

Apple (NASDAQ: AAPL) is recently down $3.53 to $91.90 in pre-open trading. Steve Jobs has pulled out of his annual address at Macworld on January 6. Oppenheimer says: "Maybe he's not feeling well, or maybe he just has nothing new to say." AAPL January option implied volatility of 69 is above its 26-week average of 56 according to Track Data, suggesting larger price movement.

Volatility Index S&P 500 Options - VIX at 52.36; 10-day moving average is 57.66 according to Track Data.

NASDAQ 100 - QQQQ overall implied volatility at 51; 26-week average is 46.

Semiconductor Holders Trust - SMH overall volatility at 59; 26-week average is 47.

Russell 2000 - IWM overall implied volatility at 67; 26-week average is 47.

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

Options Update: Apple volatility elevated; Steve Jobs will not address Macworld originally appeared on BloggingStocks on Wed, 17 Dec 2008 08:35:00 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.

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.

Chesapeake Energy (NYSE: CHK) is the largest independent and third-largest overall producer of natural gas in the U.S.

Bloomberg reports Natural Gas Futures are up 0.20% to 11.621.

CHK option implied volatility of 40 is above its 26-week average of 32 according to Track Data, suggesting larger price movement.

NASDAQ 100-QQQQ overall implied volatility at 24; 26-week average is 28

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

Option Update: Chesapeake Energy volatility elevated; shares near record high originally appeared on BloggingStocks on Thu, 15 May 2008 09:45:00 EST. Please see our terms for use of feeds.

Volatility Index S&P 500 Options - VIX at 23.20; 10-day moving average is 20.92

Volatility Index NASDAQ 100 - VXN at 26.26; 10-day moving average is 25.24

NASDAQ 100-QQQQ overall option Implied Volatility at 26; 26-week average is 24

Semiconductor Holders Trust - SMH option implied Volatility 27; 26-week average is 23

IShares Russell 2000 - IWM option implied volatility at 28; 26-week average is 24

Amex Financial Select Sector - XLF implied volatility at 33; 26-week average is 23

ISE Sentiment Index-ISEE 144 new Calls purchased for every new Put on 11/1/07. ISEE 10-day moving average is 138. ISEE 50-day moving average is 133.

November front month Equity Options expire; 11/16/07

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

Option update: Volatility measurements on indexes are elevated originally appeared on BloggingStocks on Fri, 02 Nov 2007 08:55:00 EST. Please see our terms for use of feeds.