VeriSign (NASDAQ: VRSN) option implied volatility flat at 36.
VRSN provides intelligent infrastructure services for the internet and telecommunications networks. VRSN will report its EPS on 11/1/07 and has an analyst day on 11/14. VRSN closed at $29.80. VRSN over all option implied volatility of 36 is near its 26-week average according to Track Data, suggesting non-directional risks.

IBM (NYSE: IBM) implied volatility of 29 above 26-week average of 20.
IBM closed at $109.22. IBM over all option implied volatility of 29 is above its 26-week avearge of 20 according to Track Data, suggesting larger price risks.

Microsoft (NASDAQ: MSFT) implied volatility of 28 above 26-week average of 22.
MSFT closed at $28.27. MSFT over all option implied volatility of 29 is above its 26-week average of 22 according to Track Data, suggesting larger risk.

Volatility Index S&P 500 Options-VIX at 26.32; 10-day moving average is 26.98.

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

Option update: VRSN, IBM, MSFT volatility levels originally appeared on BloggingStocks on Tue, 21 Aug 2007 09:57:00 EST. Please see our terms for use of feeds.