implied volatility

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Latest blogosphere posts tagged “implied volatility”

• Options Update: Activision volatility flat on release of new Call of Duty

  
  BloggingStocks — Authority: 661
  Filed under: Options Activision ( ATVI ) closed at $11.44. ATVI "Call of Duty: Modern Warfare 2" went on sale in North America and the U.K. on November 12 selling 4.7 million games, cnet.com reports. ATVI December and January option implied volatility of 41 is near its 26-week average, according to Track Data, ...
  1 day ago

• Options Update: 3Com options active into Hewlett-Packards $2.7 billion purchase

  
  BloggingStocks — Authority: 661
  Filed under: Hewlett-Packard (HPQ) , Options 3Com ( COMS ) agreed to be acquired by Hewlett-Packard ( HPQ ) in a deal that values 3Com at $7.90 a share, a 39% premium to Wednesdays closing price of $5.69. 3Com over-all option implied volatility of 53 is below its six-week average of 57. 3Com traded 7,957 contracts ...
  2 days ago

• Options Update: Sun Microsystems volatility elevated on E.U. antitrust objections

  
  BloggingStocks — Authority: 661
  Filed under: Sun Microsystems (JAVA) , Oracle Corp (ORCL) , Options Sun Microsystems( JAVA ) closed at $8.15. European antitrust authorities formally objected to Oracles ( ORCL ) proposed purchase of JAVA, reports the Wall Street Journal . The move is expected to delay the deal from closing. ORCL announced in ...
  3 days ago

• Options Update: Priceline.com calls active into better than expected EPS

  
  BloggingStocks — Authority: 661
  Filed under: Amazon.com (AMZN) , Options , Kinross Gold (KGC) Priceline.com ( PCLN ) closed at $173.73. PCLN reported better than expected Q3 EPS after the market close yesterday. PCLN November option implied volatility is at 69, December is at 54, January is at 51; versus its 26-week average of 47, according ...
  4 days ago

• Options Update: Amazon volatility low, shares at record high

  
  BloggingStocks — Authority: 661
  Filed under: Amazon.com (AMZN) , Options Amazon ( AMZN ) closed at $126.20. AMZN December option implied volatility is at 44, January is at 43; versus its 26-week average of 47, according to Track Data, suggesting decreasing movement. Market Vector Gold Miners ( GDX ) is recently up $1.13 to $48.75 in pre-open ...
  5 days ago

• Options Update: Yamana Gold volatility at 60 on $1093 gold

  
  BloggingStocks — Authority: 661
  Filed under: Yamana Gold (AUY) , Options , Limited Brands (LTD) Yamana Gold (NYSE: AUY ) closed at $11.79. Gold is recently up 0.40% to $1093.70 according to Bloomberg. AUY November option implied volatility is at 60; January is at 59; versus its 26-week average of 59, according to Track Data, suggesting ...
  1 week ago

• Options Update: PowerShares DB US Dollar Index Nov-Dec call spreaders active

  
  BloggingStocks — Authority: 661
  Filed under: Research in Motion (RIMM) , Options PowerShares DB US Dollar Index (NYSE: UUP ) is a rules-based index composed solely of long USDX(R) futures contracts. The USDX(R) futures contract is designed to replicate the performance of being long the U.S. Dollar against the following currencies: Euro, ...
  1 week ago

• Options Update: Sears Holding volatility elevated into EPS and holiday outlook

  
  BloggingStocks — Authority: 661
  Filed under: Sears Holdings (SHLD) , Options Sears Holding (NASDAQ: SHLD ) closed at $68.09. SHLD is scheduled to report Q3 EPS on November 19. SHLD November call option implied volatility is at 49, puts are at 50; December calls are at 52, puts are at 62; verses its 26-week average of 50, according to Track ...
  1 week ago

• Hartford Financial: Volatility high ahead of Q3 report

  
  BloggingStocks — Authority: 661
  Filed under: Earnings reports , Options Hartford Financial Services (NYSE: HIG ) is scheduled to step into the earnings spotlight right after Tuesdays closing bell, with the insurance issue releasing its final third-quarter figures. Analysts are expecting Hartford to report a profit of $1.11 per share, ...
  1 week ago

• Options Update: Starbucks November volatility at 48, December at 42 into EPS

  
  BloggingStocks — Authority: 661
  Filed under: Time Warner (TWX) , Starbucks (SBUX) Starbucks (NASDAQ: SBUX ) closed at $19.38. SBUX is scheduled to report Q4 EPS after the market close on November 5. SBUX November option implied volatility is at 48, December is at 42; verses its 26-week average of 47 contracts, according to Track Data. ...
  1 week ago

• Options Update: Berkshire Hathaway buys Burlington Northern -- volatility flat

  
  BloggingStocks — Authority: 661
  Filed under: Berkshire Hathaway (BRK.A) , Options , Burlington Northern Santa Fe (BNI) Berkshire Hathaway (NYSE: BRK.A ) announced the acquisition of Burlington Northern (NYSE: BNI ) for $100 per share in cash and stock for a deal worth $34 billion. BRK.A is purchasing the remaining 77.4% of outstanding ...
  1 week ago

• Options Update: Kraft Foods volatility flat into EPS and Cadbury buyout clarity

  
  BloggingStocks — Authority: 661
  Filed under: Options , Kraft FoodsA (KFT) Kraft Foods (NYSE: KFT ) is expected to report Q3 EPS on November 3. KFTs $16.7 billion bid for Cadbury PLC (NYSE: CBY ) was rejected by CBY in September. KFT faces a November 9 deadline set by the U.K. Takeover Panel to make a formal offer for CBY. KFT November ...
  1 week ago

• Volatility Tracker: Hiccup or Hangover?

  
  Condor Options — Authority: 483
  Volatility Tracker for the week of November 1, 2009 Equity markets have been drunk on the wine of federal stimulus for most of this year. While the increased volatility in the latter half of last week could amount to a mere hiccup in the reflation rally, indicators suggest that more participants are concerned about ...
  1 week ago

• Words from the (Investment) Wise (November 1, 2009)

  
  GreenLightAdvisor Views — Authority: 437
  Rewind the movie to before the stock market lows of March 9: stocks down, corporate bonds down, commodities and gold down, emerging-market currencies down, safe havens in fashion, including the US dollar and government bonds. In short, risky assets closed sharply lower over the past few days as concerns mounted over ...
  1 week ago

• Options Update: Human Genome November volatility at 248 into data

  
  BloggingStocks — Authority: 661
  Filed under: Options Human Genome (NASDAQ: HGSI ) closed at $19.97. HGSIs Benlysta, a lupus treatment, is expected to have phase 3 data released on November 2. HGSI November option implied volatility is at 249, December is at 170, January is at 143 and April is at 112, according to Track Data, suggesting large ...
  2 weeks ago

• Options Update: Sun Microsystems volatility elevated on EU Commission concerns

  
  BloggingStocks — Authority: 661
  Filed under: Sun Microsystems (JAVA) , Oracle Corp (ORCL) , Options Sun Microsystems (NASDAQ: JAVA ) closed at $8.18. Oracles (NASDAQ: ORCL ) announced in April it was paying $9.50 in cash per share for JAVA. JAVA November option implied volatility is at 57, December is at 57, January is at 59, above its ...
  2 weeks ago

• Options Update: Yahoo volatility low into online ad growth outlook

  
  BloggingStocks — Authority: 661
  Filed under: Yahoo! (YHOO) , Options Yahoo (NASDAQ: YHOO ) closed at $16.69.YHOO is hosting an analyst meeting on October 28. YHOO November option implied volatility is at 36; January is at 37; below its 26-week average of 48, according to Track Data, suggesting decreasing price movement. Financial Select ...
  2 weeks ago

• Options Update: Apollo Group volatility flat into informal revenue recognition inquiry

  
  BloggingStocks — Authority: 661
  Filed under: Options Apollo Group (NASDAQ: APOL ) was recently trading at $58.52 in after market trading, below its close of $72.97. APOL announced an informal inquiry into its revenue recognition practices. APOL November option implied volatility went out at 52, December at 45; verses its 26-week average of ...
  2 weeks ago

• Options Update: Live Nation volatility low into EPS and Ticketmaster merger

  
  BloggingStocks — Authority: 661
  Filed under: Options Live Nation (NYSE: LYV ), a producer of live concerts, closed at $7.19. LYV is expected to report Q3 EPS soon. LYV and Ticket master (NASDAQ: TKTM ) announced a merger of equals in February 2009. Antitrust regulators have been reviewing the merger. LYV November option implied volatility ...
  2 weeks ago

• Options Update: Expedia volatility flat at 53 into EPS; shares near 22-month high

  
  BloggingStocks — Authority: 661
  Filed under: Expedia Inc (EXPE) , Options Expedia (NASDAQ: EXPE ) closed at $26.36. EXPE is scheduled to discuss Q3 EPS on October 29. EXPE November option implied volatility of 53; December is at 49; near its 26-week average of 53 according to Track Data, suggesting non-directional price movement. ...
  2 weeks ago

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