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posted by:Paul Foster on Jan 8, 2009, 3:03 pm
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Volatility Index S&P 500 Options VIX (news,
chart,
quote) - VIX down .80 to 42.60.
Option volume leaders today according to Track Data: C WMT GE GM MSFT.
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posted by:Paul Foster on Jan 8, 2009, 2:52 pm
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Echostar DISH (news,
chart,
quote) - DISH volatility at four month lows; shares up 12%
DISH is recently up $1.48 to $13.50. DISH February option implied volatility is at 63, March is at 67; near its 26-week average according to Track Data, suggesting non-directional price movement.
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posted by:Paul Foster on Jan 8, 2009, 2:51 pm
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America Movil AMX (news,
chart,
quote) - AMX put volume & volatility Elevated
AMX a provider of wireless telecommunication services, closed at $28.36. AMX call option volume of 3,566 contracts compares to put volume of 8,846 contracts. AMX February option implied volatility of 70 is above its 26-week average of 61, according to Track Data, suggesting larger price movement.
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posted by:Paul Foster on Jan 8, 2009, 1:05 pm
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Sun Microsystems JAVA (news,
chart,
quote) - JAVA put volume & volatility Elevated
JAVA is recently down 63c to $4.46. Goldman Sachs lowered its rating on JAVA to Sell and lowered its price target to $3. JAVA call option volume of 4,610 contracts compares to put volume of 14,044 contracts. JAVA February option implied volatility of 94 is above its 26-week average of 76 according to Track Data, suggesting larger price movement.
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posted by:Paul Foster on Jan 8, 2009, 1:04 pm
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Rackable Systems RACK (news,
chart,
quote) - RACK February-March call spreaders adjust into EPS
RACK is recently up 7c to $5.03. RACK is expected to report Q4 EPS in early February. RACK call option volume of 7,829 contracts compares to put volume of 362 contracts. February and March option implied volatility of 75 is above its 26-week average of 57, according to Track Data, suggesting larger price movement.
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posted by:Paul Foster on Jan 8, 2009, 1:03 pm
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Wal-Mart WMT (news,
chart,
quote) - WMT volume heavy as volatility stays Flat; shares down 8% on lower Guidance
WMT is recently down $4.60 to $50.94 after lowering guidance. WMT call option volume of 99,363 contracts compares to put volume of 1061,956 contracts. WMT January 50 straddle is priced at $2.89, February 50 straddle is at $5.94. WMT February option implied volatility of 40, is near its 6-month average according to Track Data, suggesting non-directional price movement.
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posted by:Paul Foster on Jan 8, 2009, 1:03 pm
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US Bancorp USB (news,
chart,
quote) - USB volatility Elevated at 71 into EPS & Outlook
USB is recently down 41c to $22.96. USB is expected to report Q4 EPS on January 21. USB call option volume of 14,757 contracts compares to put volume of 11,650 contracts. USB February option implied volatility of 71 is above its 6-month average of 59 according to Track Data, suggesting larger price movement.
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posted by:Paul Foster on Jan 8, 2009, 1:01 pm
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Avon Products AVP (news,
chart,
quote) - AVP option volume increases; volatility stays elevated
AVP is recently down $1.11 to $23.10. AVP expected to report Q4 EPS in early February. AVP options volume was heavy on January 7 with 43,253 contracts trading. AVP call option volume of 760 contracts compares to put volume of 3,520 contracts. AVP February call option implied volatility is at 61, puts are at 65, above its 6-month average of 51, according to Track Data, suggesting larger price movement.
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posted by:Paul Foster on Jan 8, 2009, 1:01 pm
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Vivus VVUS (news,
chart,
quote) - VVUS June volatility at 117 into Phase 3 data
VVUS is recently up 18c to $5.27. VVUS is expected to complete its phase 3 studies of obesity drug Onexa this summer. February option implied volatility is at 111; June is at 117; near its 26-week average of 107, according to Track Data, suggesting larger price movement.
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posted by:Paul Foster on Jan 8, 2009, 1:00 pm
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AMAG Pharmaceuticals AMAG (news,
chart,
quote) - AMAG volatility Flat into FDA reaction
AMAG is recently down 21c to $31.87. AMAG is waiting for an FDA reaction to AMAG's response to the FDA's comments regarding manufacturing of AMAG's Ferumoxytol (chronic kidney disease treatment). AMAG February and May option implied volatility of 104 is near its 26-week average of according to Track Data, suggesting non-directional price movement.
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