Market Minute: Unique information ‘flows’ on active options, volatility spikes, and put/call chatter.
|
|
|
|
|
 |
|
|
|
|
 |
 |
 |
 |
 |
posted by:Paul Foster on May 26, 2006, 5:55 am
|  |
|
ICICI Bank IBN (news,
chart,
quote) - IBN option implied volatility increases to 42 on Emerging Market fears
IBN is India's second largest bank with total assets of over $38 billion USD. IBN over all option implied volatility of 44 is above its 6-month average of 37 according to Track Data, suggesting larger price risks.
|
|
|
 |
 |
|
 |
 |
 |
 |
 |
|
 |
DISCLAIMER: RED Option, in an attempt to provide the best resources from some of the industry's most capable people, has introduced our Market Minute commentary. RED Option does not endorse this commentary or information as trade recommendations nor does it have any input whatsoever into the decision making. Any content for the Market Minute is the sole opinion of the author.
|
|
|
© 2009 Red Option
Red Option is an affiliate of thinkorswim Advisors, Inc.
877-733-6786
This website is owned and
operated by thinkorswim Advisors, Inc., an investment advisor registered with the Securities
and Exchange Commission.
|