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, 3:10 pm
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DNA (news,
chart,
quote) - American Society of Clinical Oncology (ASCO)-June stock option implied Volatility
The 42nd Annual Meeting of the American Society of Clinical Oncology (ASCO) will be held June 2-6, 2006 in Atlanta. Companies involved with Oncology R&D are listed with their June at the money option implied volatility and their 26-week average option implied volatility according to Track Data: IMCL June at the money option implied volatility is 58; 26-week average is 42. PFE 21; 23. DNA 28; 31. AMGN 23; 24. ONXX 69; 55. OSIP 59; 52. MLNM 55; 42. BIIB 35; 35. HGSI 66; 57. ARIA 76; 77. EXEL 63; 58. VRTX 55; 53. LLY 19; 20. BAY 30; 25. NEOL 81; 78. REGN 66; 59. BMY 21; 22. SNY 23; 28. AZN 28; 24. NVS 19; 19. TRMS 56; 50. RNVS 44; 58. CELG 47; 49.
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