Market Minute:
Unique information ‘flows’ on active options, volatility spikes, and put/call chatter.
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posted by:Paul Foster on May 30, 2006, 10:57 am
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POZEN POZN (news,
chart,
quote) - POZN June implied volatility above 200, reflecting risk into 6/8/06 PDUFA
POZN's Trexima (treatment of migraine headaches) PDUFA date is 6/8/06. POZN June option implied volatility exceeds 200, above its 6-month average of 92. POZN July implied volatility is at 145. POZN call option volume of 591 contracts compares to put volume of 2,470 contracts according to Track Data. Above average option implied volatility suggests larger price risks.
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