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: Barnes & Noble Volatility Elevated, Shares at Historic Lows originally appeared on BloggingStocks on Thu, 17 Mar 2011 09:00:00 EST. Please see our terms for use of feeds.

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: iShares MSCI Japan Index Fund Volatility Spikes on Wide Price Movement originally appeared on BloggingStocks on Wed, 16 Mar 2011 09:00:00 EST. Please see our terms for use of feeds.

Options Update: Lubrizol Volatility Flat into Berkshire Hathaway Acquisition for $9.7B originally appeared on BloggingStocks on Tue, 15 Mar 2011 09:00:00 EST. Please see our terms for use of feeds.

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: Berkshire Hathaway Volatility at Low End of Range originally appeared on BloggingStocks on Wed, 26 Jan 2011 09:00:00 EST. Please see our terms for use of feeds.

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: Southwest Volatility Low originally appeared on BloggingStocks on Wed, 19 Jan 2011 18:00:00 EST. Please see our terms for use of feeds.

Options Update: Qualcomm November Volatility Elevated into EPS and Analyst Meeting originally appeared on BloggingStocks on Wed, 03 Nov 2010 09:00:00 EST. Please see our terms for use of feeds.

Options Update: Boeing Volatility Flat into EPS and Cash Flow Outlook originally appeared on BloggingStocks on Tue, 19 Oct 2010 09:00:00 EST. Please see our terms for use of feeds.

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

Novell Tops Bullish Volatility Skews; CMS Energy Tops Bearish originally appeared on BloggingStocks on Wed, 07 Jul 2010 14:00:00 EST. Please see our terms for use of feeds.

Options Update: Apple Volatility Flat; Shares at Record High originally appeared on BloggingStocks on Fri, 18 Jun 2010 09:00:00 EST. Please see our terms for use of feeds.

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: Russell 2000 Volatility Increasing originally appeared on BloggingStocks on Thu, 06 May 2010 08:00:00 EST. Please see our terms for use of feeds.

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: CBOE Volatility Index Increases 18% originally appeared on BloggingStocks on Wed, 05 May 2010 08:30:00 EST. Please see our terms for use of feeds.

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: Clean Harbors Volatility Increases as Shares Rally on Oil Spill Clean Up originally appeared on BloggingStocks on Tue, 04 May 2010 08:00:00 EST. Please see our terms for use of feeds.

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: Dendreon Volatility Decreases; Shares Up 26% on FDA Approval of Provenge originally appeared on BloggingStocks on Fri, 30 Apr 2010 08:00:00 EST. Please see our terms for use of feeds.

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: Baidu May Put Volatility at 48; Shares Up 16% in Pre-open originally appeared on BloggingStocks on Thu, 29 Apr 2010 08:00:00 EST. Please see our terms for use of feeds.

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.

Options Update: AOL Volatility Flat into EPS, Content and Display Ad Outlook originally appeared on BloggingStocks on Wed, 28 Apr 2010 08:00:00 EST. Please see our terms for use of feeds.

CBOE Volatility Index (VIX) up 3.50 to 20.98, above 50-day moving average of 17.83; S&P 500 recently down 1.71%.

Goldman Sachs (GS) is recently up 81c to $152.88. GS call option volume of 60,274 contracts compares to put volume of 63,724 contracts. May put option implied volatility is at 44, June is at 41; above its 26-week average of 33 according to Track Data. GS June 175 calls volatility is at 37, June 125 put volatility is at 58, suggesting traders taking positions for downside price movement.

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

Options Update: CBOE Volatility Index up 20% originally appeared on BloggingStocks on Tue, 27 Apr 2010 15:20:00 EST. Please see our terms for use of feeds.

Las Vegas Sands (LVS) will open portions of its Singapore Marina Bay property today. LVS is expected to report Q1 EPS on May 5. Overall option implied volatility of 62 is near its 26-week average of 63, according to Track Data, suggesting non-directional price movement.

Three stocks with IV rise on April 26: Delcath Systems (DCTH) +20%, Netflix (NFLX) +10%, USG Corp (USG) +11% according to IVolatility.

CBOE Volatility Index (VIX) closed at 17.47, above 10-day moving average of 16.59 into FOMC rate decision on April 28.

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

Options Update: Las Vegas Sands Volatility at 62 into Singapore Sands Opening originally appeared on BloggingStocks on Tue, 27 Apr 2010 08:00:00 EST. Please see our terms for use of feeds.

Cisco (CSCO) closed at $27.47. CSCO is expected to announce Q3 EPS on May 12. May and June put option implied volatility is at 21, October is at 23, below its 26-week average of 26, according to Track Data, suggesting decreasing price movement.

CME Group (CME) closed at $334.86. CME is expected to report Q1 EPS on April 29. May put option implied volatility is at 29, June is at 30, September is at 33, and December is at 35, versus its 26-week average of 32, according to Track Data, suggesting non-directional price movement.

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

Options Update: Cisco Volatility Low; Shares Near 28-Month High into EPS originally appeared on BloggingStocks on Mon, 26 Apr 2010 09:00:00 EST. Please see our terms for use of feeds.

Cisco (CSCO) closed at $27.32. CSCO is expected to announce Q3 EPS on May 12. May and June put option implied volatility is at 21, October is at 23, below its 26-week average of 26, according to Track Data, suggesting decreasing price movement.

CME Group (CME) closed at $337.98. CME is expected to report Q1 EPS on April 29. May put option implied volatility is at 29, June is at 30, September is at 33, and December is at 35, versus its 26-week average of 32, according to Track Data, suggesting non-directional price movement.

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

Options Update: Cisco Volatility Low; Shares Near 28-Month High into EPS originally appeared on BloggingStocks on Fri, 23 Apr 2010 08:00:00 EST. Please see our terms for use of feeds.

CenturyLink (CTL) and Qwest Communications (Q) announced that their boards of directors have approved a definitive agreement under which CenturyLink will acquire Qwest in a tax-free, stock-for-stock transaction. Under the terms of the agreement, Qwest shareholders will receive 0.1664 CenturyLink shares for each share of Qwest common stock they own at closing. Q overall option implied volatility of 31 is below 26-week average of 40, according to Track Data, suggesting decreasing price movement.

Goldman Sachs (GS) closed at $158.93. GS overall option implied volatility of 35 is near its 26-week average of 33, according to Track Data, suggesting non-directional price movement.

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

Options Update: Qwest Volatility Low into Agreement to Merge with CenturyLink originally appeared on BloggingStocks on Thu, 22 Apr 2010 08:00:00 EST. Please see our terms for use of feeds.