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, 2:35 pm
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Merrill Lynch MER (news,
chart,
quote) - MER puts active with volatility bid up as investor Hedge downside
MER June at the money option implied volatility of 26 is above its 26-week average of 20. MER call option volume of 4,144 contracts compares to put volume of 20,279 contracts according to Track Data. Above average option implied volatility on heavy option volume suggests larger price fluctuations.
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