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Options Update: Barnes & Noble Volatility Elevated, Shares at Historic Lows

Barnes & Noble (BKS) April put option volatility is at 64, July is at 61, above its 26-week average of 49, according to Track Data, suggesting larger price movement.

CBOE Volatility Index (VIX) is up 20% to an eight-month high; S&P 500 closed down 1.87%.

Volatility Monitor: CBOE DJ Industrial Average Index (DJX) is up 3.2% to 21.8.

NASDAQ (NDX) is up 3.4% to 26.7; S&P 100 Index (OEX) is up 3.3% to 23.7, according to IVolatility.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: iShares MSCI Japan Index Fund Volatility Spikes on Wide Price Movement

iShares MSCI Japan Index Fund (EWJ) closed down 0.2% after selling off 11% in early morning trading on Japan radiation leak concerns. April put option implied volatility of 44 is above its six-month average of 21, according to Track Data, suggesting larger price movement.

CBOE Volatility Index-VIX is up 15.1% to 24.32 on 662,000 call contracts, 319,000 puts.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: Lubrizol Volatility Flat into Berkshire Hathaway Acquisition for $9.7B

Berkshire Hathaway (BRK.B) and Lubrizol (LZ) announced a definitive agreement for Berkshire Hathaway to acquire 100% of outstanding Lubrizol shares for $135 per share in an all-cash transaction. Lubrizol overall option implied volatility of 31 is near its 26-week average, according to Track Data, suggesting non-directional price movement.

General Electric (GE) closed lower on liability uncertainty related to Japan's troubled nuclear reactors. April option implied volatility of 30 is above a level of 27 from March 4 and above its 26-week average of 28, according to Track Data, suggesting larger price movement.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com
.

Options Update: Berkshire Hathaway Volatility at Low End of Range

Berkshire Hathaway (BRK.B) overall option implied volatility of 21 is below its 26-week average of 24, according to Track Data, suggesting decreasing price movement for Warren Buffett's conglomerate.

Wendy's/Arby's (WEN) overall option implied volatility is at 40, below its 26-week average of 47, according to Track Data, suggesting less risk into its investor's day on January 27.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: Southwest Volatility Low

Southwest Airline Co. (LUV) overall option implied volatility of 32 is below its 26-week average of 34 into Q2 earnings per share (EPS) on January 20, suggesting slightly less price movement.

Microsoft Corporation (MSFT) overall option implied volatility of 23 is below its 26-week average of 28 into Q2 EPS on January 27, suggesting decreasing price movement.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Continue reading Options Update: Southwest Volatility Low

Options Update: Qualcomm November Volatility Elevated into EPS and Analyst Meeting

Qualcomm (QCOM) is scheduled to report Q4 EPS on Nov. 3 and host an analyst meeting on Nov. 17. November option implied volatility is at 34, December and January is at 28, near its 26-week average of 29, according to Track Data, suggesting larger near-term price movement.

Transocean (RIG) is expected to report Q3 EPS on November 4. November option implied volatility is at 55, December is at 47, January is at 46, versus its 26-week average of 43, according to Track Data, suggesting larger near-term price movement.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: Boeing Volatility Flat into EPS and Cash Flow Outlook

Boeing (BA) is expected to report Q3 EPS on October 20. November put option implied volatility is at 33, January is at 34, versus its 26-week average of 32, according to Track Data, suggesting non-directional near-term price movement.

Wells Fargo (WFC) is reporting Q3 EPS on October 20. November put option implied volatility is at 43, January is at 40, versus its 26-week average of 36, according to Track Data, suggesting larger price movement.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com
.

Novell Tops Bullish Volatility Skews; CMS Energy Tops Bearish

Investors call services are pushing put option prices higher in the diversified utilities industry today.

Any time the volatility skews above 1.00, it is an indication that calls are more expensive than puts. Typically, when calls are more expensive than puts, it means the demand for calls is greater than the demand for puts because investors believe the stock is going to rise in the future and they want to take advantage of that movement by buying calls.

Continue reading Novell Tops Bullish Volatility Skews; CMS Energy Tops Bearish

Options Update: Apple Volatility Flat; Shares at Record High

Apple (AAPL) is recently up 28 cents to $272.15 in pre-open trading. AAPL July put option implied volatility is at 34, January is at 40; versus its 26-week average of 37 according to Track Data, suggesting traders taking positions for price movement.

Research in Motion (RIMM) is recently down 13 cents to $61.78 in pre-open trading. RIMM is expected to report Q1 EPS on June 23. July put option implied volatility is at 54, September and December is at 47; versus its 26-week average of 47 according to Track Data, suggesting larger near term price movement.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: Russell 2000 Volatility Increasing

Russell 2000 (IWM) is recently trading up 28 cents to $70.20 in pre-open trading. Overall option implied volatility of 29 is above its 26-week average of 24, according to Track Data, suggesting larger price movement.

NASDAQ 100 (QQQQ) closed at $48.18. Overall option implied volatility of 24 is at its 26-week average of 24, according to Track Data, suggesting non-directional price movement.

CBOE Volatility Index (VIX) at 24.90; 10-day moving average is 20.38.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: CBOE Volatility Index Increases 18%

CBOE Volatility Index (VIX) at 23.84; 10-day moving average is 19.52, 50-day is 17.99, 200-day moving average is 22.07, according to Track Data.

Two stocks with IV rise on May 4; Annaly Mortgage (NLY) +5%, Dow Chemical (DOW) +9%, according to IVolatility.

Crocs (CROX) is expected to report Q1 EPS on May 6th. CROX May put option implied volatility is at 97, June is at 77, September is at 70, above its 26-week average of 64, according to Track Data, suggesting larger price movement.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: Clean Harbors Volatility Increases as Shares Rally on Oil Spill Clean Up

Clean Harbors (CLH) closed at $66.98. CLH, an environmental services company, is expected to report Q1 EPS on May 5. May put option implied volatility is at 52, above a level of 41 from April 30, June is at 45 and July is at 40, above its 26-week average of 34, according to Track Data, suggesting larger price movement.

Retired Four Horseman of Tech overall implied volatility for Microsoft (MSFT) 23, Cisco (CSCO) 25, Dell (DELL) 34, and Intel (INTC) 26, according to Track Data.

CBOE Volatility Index (VIX) at 20.19; 10-day moving average is 18.71, 50-day is 17.91, 200-day moving average is 22.08.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: Dendreon Volatility Decreases; Shares Up 26% on FDA Approval of Provenge

Dendreon (DNDN) closed at $50.18 after DNDN's provenge prostate-cancer vaccine was approved by the FDA. May 50 put option implied volatility is at 55, June puts are at 56, below its 26-week average of 84, according to Track Data, suggesting decreasing price movement.

BP PLC (BP) closed at $52.56. The April 20 Gulf of Mexico explosion that led to a deep-water rig sinking was operated by Transocean (RIG) for BP. WTI Crude futures are recently up .56% to $85.65, according to Bloomberg. May and June put option implied volatility is at 36, July is at 32, above its 26-week average of 25, according to Track Data, suggesting larger price movement.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: Baidu May Put Volatility at 48; Shares Up 16% in Pre-open

Baidu (BIDU) is recently trading at $719 in pre-open trading, above its close of $621.38. BIDU sees Q2 revenue of $268.1 million to $271 million, versus consensus estimates of $240.07 million. May option implied volatility is at 48, June is at 42; September is at 43, versus its 26-week average of 41, according to Track Data, suggesting larger near-term price movement.

Nike (NKE) is hosting an investor day on May 5. NKE overall put option implied volatility of 23 is near its 26-week average of 25, according to Track Data, suggesting non-directional price movement.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: AOL Volatility Flat into EPS, Content and Display Ad Outlook

AOL (AOL) is expected to report Q1 EPS before the open on April 28. AOL May put option implied volatility is at 39, June puts are at 37, October is at 38, near its 22-week average, according to Track Data, suggesting non-directional price movement.

United States Natural Gas Fund (UNG) closed at $7.54. The investment objective of UNG is for the changes in percentage terms of the unit's net asset value to reflect the changes in percentage terms of the price of natural gas delivered at the Henry Hub, Louisiana. Natural Gas futures are recently up 40% to $4.233, according to Bloomberg. Overall option implied volatility of 50 is near its 26-week average, according to Track Data, suggesting non-directional price movement.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

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Last updated: May 29, 2012: 01:53 AM

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