Market Minute:
Unique information ‘flows’ on active options, volatility spikes, and put/call chatter.
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posted by:Paul Foster on Mar 30, 2007, 6:43 am
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Cephalon CEPH (news,
chart,
quote) - CEPH April option implied volatility Elevated into PDUFA action
CEPH a biopharmaceutical company, has an FDA action date for Nuvigil (excessive sleepiness) on 3/31. CEPH closed at $71.67. CEPH will report EPS on 5/1/07. CEPH April option implied volatility of 45 is above its 26-week average of 35 according to Track Data, suggesting larger price fluctuations.
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