implied volatility

Welcome to the 'implied volatility' tag page at Technorati. This page features content from the farthest reaches of the Blogosphere that authors have "tagged" with 'implied volatility'.

Latest blogosphere posts tagged “implied volatility”

• Options Update: SPDR Gold Shares Volatility Flat on $1,122 Gold

  
  BloggingStocks — Authority: 676
  SPDR Gold Shares ( GLD ) is recently up $1.26 to $108.60. Gold is also up 11% to $1,108.60 according to Bloomberg. GLD January and February option implied volatility of 24 is near its 26-week average of 25, according to Track Data, suggesting non-directional price movement. Clearwire ( CLWR ) a provider of 4G ...
  19 hours ago

• Options Update: Research in Motion December Options Active into EPS

  
  BloggingStocks — Authority: 676
  Filed under: Research in Motion (RIMM) , Options Research in Motion ( RIMM ) closed at $64.67. Research in Motion is expected to report Q3 EPS today. January option implied volatility is at 55, March is at 52; versus its 26-week average of 54. RIMM December 60 straddle is priced at $5.30, January is at $8.45 ...
  1 day ago

• Options update: General Electric volatility decreases after forecasting flat revenue

  
  BloggingStocks — Authority: 676
  Filed under: General Electric (GE) , Options General Electric ( GE ) closed at $15.75. GE forecasts flat revenue and margin growth in 2010. GE January option implied volatility of 33 is below its 26-week average of 39, according to Track Data, suggesting decreasing price movement. IVX Volatility Monitor: PHLX ...
  2 days ago

• Options update: Sun Micro volatility decreases, shares up on hopes for deal closure

  
  BloggingStocks — Authority: 676
  Filed under: Chesapeake Energy (CHK) , Sun Microsystems (JAVA) , Oracle Corp (ORCL) , Options Sun Microsystems ( JAVA ) rallied to close at $9.28 on hopes for a deal closure with Oracles ( ORCL ) proposed purchase of Sun Microsystems. ORCL announced in April it was paying $9.50 in cash per share for JAVA. ...
  3 days ago

• Options Update: Boeing volatility flat into Dreamliner first flight

  
  BloggingStocks — Authority: 676
  Filed under: Yahoo! (YHOO) , Boeing Co (BA) , Options Boeing ( BA ) closed at $55.60. Boeing plans to fly its new 787 Dreamliner for the first time as early as this week. BA December option implied volatility is at 30, January is at 33, February is at 35; versus its 26-week average of 34, according to Track ...
  4 days ago

• Options Update: Chicago Board Options Exchange possible IPO by end of Q2 2010

  
  BloggingStocks — Authority: 676
  Filed under: Options The CBOE Board of Directors approved plans to pursue an underwritten initial public offering (IPO) of common stock of CBOE Holdings Inc. According to their statement, "It is the intent of the Board that CBOEs demutualization and IPO take place concurrently. It is the Boards judgment that ...
  1 week ago

• Options Update: IBM volatility near 28-month lows; shares near record high

  
  BloggingStocks — Authority: 676
  Filed under: International Business Machines (IBM) , Options , United Technologies (UTX) IBM ( IBM ) closed at $128.39. IBM December option implied volatility is at 19, August is at 21; below its 26-week average of 27 according to Track Data, suggesting decreasing price movement. United Technologies ( UTX ...
  1 week ago

• PepsiCo Inc (PEP) $61.04 -3.84%

  
  WhatsTrading.com — Authority: 149
  Pepsico (PEP) gapped lower and is off $2.45 to $61.03 after the company trimmed its 2009 earnings outlook and, separately, said it was dropping (register to read more …)
  1 week ago

• Options Update: Philip Morris volatility of 23 near 16-month lows

  
  BloggingStocks — Authority: 676
  Filed under: Carnival Corp (CCL) , Options Philip Morris ( PM ) closed at $49.04. Philip Morris December option implied volatility is at 20, January is at 23, March is at 26; versus its 26-week average of 27 according to Track Data, suggesting decreasing price movement. Carnival ( CCL ) closed at $31.83. ...
  1 week ago

• Options Update: Amex Energy Select volatility flat at 30 on $74 oil

  
  BloggingStocks — Authority: 676
  Filed under: Options Amex Energy Select ( XLE ) closed at $55.77. Crude oil futures are recently up 0.04% to $73.96 according to Bloomberg. XLE December option implied volatility is at 30, January is at 29; versus its 26-week average of 32, according to Track Data, suggesting non-directional price movement. ...
  1 week ago

• What Is Historical Volatility?

  
  VIX and More — Authority: 567
  The volatility universe splits fairly neatly into two halves: historical volatility (HV) and implied volatility (IV). I tend to place slightly more emphasis on implied volatility because implied volatility looks to the future, is derived from options prices, and can provide some clues about the current sentiment ...
  1 week ago

• Options Update: Pfizer, Bristol-Meyers and Merck volatility low

  
  BloggingStocks — Authority: 676
  Filed under: Pfizer (PFE) , Bristol-Myers Squibb (BMY) , Merck and Co (MRK) , Options Pfizer ( PFE ) closed at $18.49. December and January option implied volatility is at 27, March is at 28, versus its 26-week average of 32, according to Track Data, suggesting decreasing price movement. Bristol-Myers ( BMY ) ...
  1 week ago

• Options Update: Wells Fargo volatility near 18-month lows

  
  BloggingStocks — Authority: 676
  Filed under: Best Buy (BBY) , Options , Wells Fargo (WFC) Wells Fargo ( WFC ) closed at $26.49. December option implied volatility is at 36; January is at 41, below its 26-week average of 48, according to Track Data, suggesting decreasing price movement. Best Buy ( BBY ) closed at $43.54. Best Buy is expected ...
  2 weeks ago

• Options Update: Comcast volatility low into NBCU deal

  
  BloggingStocks — Authority: 676
  Filed under: General Electric (GE) , Comcast ClA (CMCSA) , Barrick Gold (ABX) , Options Comcast ( CMCSA ) agreed to take a majority-ownership of NBC Universal from General Electric ( GE ). Comcast announced a 40% dividend increase and said its will complete its $3.6 billion stock-buyback effort during the ...
  2 weeks ago

• Options Update: Apple volatility low into holiday shopping season

  
  BloggingStocks — Authority: 676
  Filed under: Apple Inc (AAPL) , Palm Inc (PALM) , Options Apple ( AAPL ) is recently at $198.74 in pre-open trading. Apple December option implied volatility is at 31, January is at 33, April is at 32; below its 26-week average of 36 according to Track Data, suggesting decreasing price movement. Palm ( PALM ) ...
  2 weeks ago

• Options update: Cadbury volatility low into uncertainty of Krafts interest at higher price

  
  BloggingStocks — Authority: 676
  Filed under: Options , Kraft FoodsA (KFT) Cadbury PLC ( CBY ) closed at $53.37. Cadbury, the worlds second largest confectioner, rejected Krafts ( KFT ) buyout bid on Nov. 9. CBY December option implied volatility is at 26, March is at 23, versus its 26-week average of 29, according to Track Data, suggesting ...
  2 weeks ago

• Options update: MGM Mirage volatility low at 70

  
  BloggingStocks — Authority: 676
  Filed under: Options MGM Mirage ( MGM ) closed at $10.56. MGM says Dubai Worlds financial troubles wouldnt affect its CityCenter project. MGM December and January option implied volatility of 70 is below 26-week average of 89, according to Track Data, suggesting decreasing price movement. Hologic ( HOLX ), a ...
  2 weeks ago

• Options Update: HSBC Holdings volatility low; uncertainty of Dubai exposure

  
  BloggingStocks — Authority: 676
  Filed under: Options HSBC Holdings ( HBC ) is recently trading at $57.40 in pre-open trading, below its close of $62.07, due the uncertainty of Dubai World; the government investment company sought to delay repayment on much of its debt. HSBC December and January option implied volatility of 29 is below its ...
  3 weeks ago

• Options Update: Philips Electronics volatility low ahead of annual meeting

  
  BloggingStocks — Authority: 676
  Filed under: Options Philips Electronics ( PHG ) closed at $27.59, close to a 13-month high. Philips will be displaying its diagnostic imaging products at The Radiological Society of North America (RSNA) 2009 Annual Meeting on November 29. December option implied volatility is at 37, below a level of 73 from a ...
  3 weeks ago

• Options Update: Retail HOLDRS volatility low into holiday shopping season

  
  BloggingStocks — Authority: 676
  Filed under: Options Retail HOLDRS ( RTH ), an undivided index of retail merchandisers, closed at $94.61. RTH overall option implied volatility of 20 is below its 26-week average of 24, according to Track Data, suggesting decreasing price movement. Gold Fields ( GFI ) closed $14.74. Gold is recently up ...
  3 weeks ago

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