Market Minute:
Unique information ‘flows’ on active options, volatility spikes, and put/call chatter.
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posted by:Paul Foster on May 31, 2006, 12:23 pm
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NRG Energy NRG (news,
chart,
quote) - NRG option implied volatility increases on MIR unsolicited Buyout offer
NRG is up 7.14 to $50.17. MIR made public its $57.16 offer for NRG last night. NRG June at the money option implied volatility is at 44, July is at 35. NRG 26-week average option implied volatility is 27. NRG call option volume of 13,937 contracts compares to put volume of 11,721 contracts. Above average option volume on increasing option implied volatility indicates investors are expecting larger price fluctuations.
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