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, 12:24 pm
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Northfield Labs NFLD (news,
chart,
quote) - NFLD differentiated option implied volatility into Autumn Phase 3 trial
NFLD blood substitute, PolyHeme, is currently being evaluated in a 720 patient Phase 3 trauma trial, with the data expected to be available in the 2nd half of 2006. NFLD July option implied volatility is at 57; November option implied volatility is at 112. NFLD November 12.5 calls have traded 7 times on transaction volume of 325 contracts. Elevated NFLD November option implied volatility is pricing in data result risks which could result in a 25% NFLD share price move.
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