Baidu (NASDAQ: BIDU), a Chinese-language internet search provider, is recently down $33.10 to $310.09. BIDU call option volume of 95,184 contracts compares to put volume of 67,862 contracts. BIDU October 330 straddle is priced at $35.50. BIDU November option implied volatility of 90 is above its 26-week average of 55, according to Track Data, suggesting larger price fluctuations.

Regeneron (NASDAQ: REGN), is primarily focused on the development of drugs for oncology. REGN is recently up $0.59 to $19.09. REGN October 20 calls have traded 42 times on transaction volume of 881 contracts, above its open interest of 710 contracts. REGN November call option implied volatility is at 85, puts are at 73 above its 26-week average of 56, according to Track Data, suggesting larger risk.

Volatility Index S&P 500 Options: VIX.X up 2.54 to 19.21.

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

Option update 10-11-07: Baidu & VIX volatility spike on selloff originally appeared on BloggingStocks on Thu, 11 Oct 2007 16:40:00 EST. Please see our terms for use of feeds.