Dell (NASDAQ: DELL) closed at $11.86 Monday. DELL is scheduled to report Q3 EPS on November 20. DELL November 12 straddle is priced at $1.66, December 12 is at $2.40. DELL December option implied volatility of 89 is above its 26-week average of 49 according to Track Data, suggesting larger price movement.
Hewlett-Packard (NYSE: HPQ) closed at $34.17 Monday. HPQ is scheduled to announce Q4 EPS on November 24. HPQ December option implied volatility of 61 is above its 26-week average of 40 according to Track Data, suggesting larger price movement.
Apple (NASDAQ: AAPL) is recently down $1.19 to $94.69 in pre-open trading. AAPL overall option implied volatility of 68 is above its 26-week average of 55 according to Track Data, suggesting larger price movement.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com
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