Dell DELL (news,
chart,
quote) - DELL January option implied volatility at 22, February at 29 on EPS pricing
DELL's founder and Chairman Michael Dell will give a keynote presentation on January 5th at the 2006 International Consumer Electronics Show in Las Vegas. DELL is expected to report EPS on 2/16/06. DELL January option implied volatility of 20 is below its 26-week average of 23. DELL February option implied volatility is 29. Higher option implied volatility in February verses January indicates the market is pricing in EPS risk for February options.
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