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.

Volatility Index: down 3.28 to 23.04 after FOMC lowers rates to 4.75%. VIX 10-day moving average is 25.19.

Volatility Index NASDAQ 100: down 3.77 to 24.97 according to Track Data. VXN 10-day moving average is 27.62.

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

Option update: volatility collapses as FOMC unanimously lowers rates to 4.75% originally appeared on BloggingStocks on Tue, 18 Sep 2007 15:10:00 EST. Please see our terms for use of feeds.

Volatility Index S&P 500 Options-VIX at 27.37; 10-day moving average is 24.62

Volatility Index NASDAQ 100-VXN at 29.94; 10-day moving average is 25.95

NASDAQ 100 (NASDAQ: QQQQ) overall option Implied Volatility at 26; 26-week average is 21

Semiconductor Holders Trust (AMEX: SMH) option implied Volatility 27; 26-week average is 23

IShares Russell 2000 (NYSE: IWM) option implied volatility at 30, 26-week average is 22

Amex Financial Select Sector (AMEX: XLF) implied volatility at 30; 26-week average is 22

ISE Sentiment Index-ISEE 90 new Calls purchased for every new Put on 9/10/07. ISEE 10-day moving average is 122. ISEE 50-day moving average is 123.

September front month Equity Options expire; 9/21/07

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

Option update: Pre-open Stock Option Index volatility measurements originally appeared on BloggingStocks on Tue, 11 Sep 2007 08:50:00 EST. Please see our terms for use of feeds.

The Cooper Companies, Inc. (NYSE: COO) implied volatility elevated into September 6th earnings per share:

COO develops, manufactures, and markets healthcare products through two businesses units: CooperVision and CooperSurgical. COO will report earnings per share (EPS) on Septebmer 6th. Thomson First Call expects EPS of 70 cents. COO September option implied volatility option is at 58; October is at 44; November is at 38, above its 26-week average of 31 according to Track Data, suggesting larger near term risks.

J Crew Group, Inc. (NYSE: JCG) put volume and implied volatility aggressive into earnings per share announcement:

JCG, a multi-channel retailer of men's, women's, and children's apparel, shoes, and accessories through 185 retail stores and 53 factory stores, was recently down $1.95 to $48.77. JCG will report its EPS after the close tonight. JCG call option volume of 1,879 contracts compares to put volume of 3,479 contracts. JCG September option implied volatility of 80 was above its 26-week average of 40 according to Track Data, suggesting larger price risk.

Volatility Index for the NASDAQ 100

VXN was up 3.04 to 27.55; the 10-day moving average was 23.88 according to Track Data.

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

Option update 9-5-07: Cooper Companies (COO) and J Crew (JCG) implied volatility up originally appeared on BloggingStocks on Wed, 05 Sep 2007 18:02:00 EST. Please see our terms for use of feeds.