Paul Foster
Chicago U.S.A. - http://
Paul Foster, a knowledgeable researcher has 23-years of professional experience in the capital markets, investments, trading, corporate finance, arbitrage, options and mergers and acquisitions.TheFlyonthewall.com
FeedPosted Mar 19th 2010 8:30AM by Paul Foster (RSS feed)
Filed under: Options
Pharmaceutical HOLDR (PPH) closed at $66.67. PPH April put option implied volatility is at 17, May is at 20, August is at 22, versus its 26-week average of 18, according to Track Data, suggesting non-directional price movement.
CBOE Volatility Index (VIX) at 16.62; 10-day moving average is 17.66, 50-day is 20.67, 200-day is 23.80.
SPDR Gold Trust (GLD) overall implied volatility at 20; 26-week average is 23.
Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Mar 18th 2010 8:00AM by Paul Foster (RSS feed)
Filed under: eBay (EBAY), General Electric (GE), Options
General Electric (GE) closed at $18.04. GE is scheduled to report Q1 on April 16. GE April put option implied volatility is at 30, June puts are at 27, September is at 30; below its six-month average of 33, according to Track Data, suggesting decreasing price movement.
eBay (EBAY) closed at $26.98. PayPal announced it plans to double the number of employees in the Asia Pacific region from 1,000 to more than 2,000 by the end of the year. EBAY April put volatility is at 30, July is at 34, versus its 26-week average of 34, according to Track Data, suggesting non-directional price movement.
Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Mar 17th 2010 8:00AM by Paul Foster (RSS feed)
Filed under: JPMorgan Chase (JPM), Options
SPDR Gold Trust (GLD) recently up 52 cents to $110.92 in pre-open trading. Gold is recently up 0.88% to $1,132.40. GLD overall option implied volatility of 19 is below its 26-week average of 23, according to Track Data, suggesting decreasing price movement.
JP Morgan (JPM) closed at $43.24. JPM is expected to report Q1 EPS in mid-April. April put option implied volatility is at 32, June is at 30, below its 26-week average of 34, according to Track Data, suggesting decreasing price movement.
Update is by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Mar 16th 2010 8:30AM by Paul Foster (RSS feed)
Filed under: Caterpillar (CAT), Citigroup Inc. (C), Alcoa Inc (AA), Boston Scientific (BSX), Options
Alcoa (AA) closed at $13.51. AA is expected to report Q1 EPS in early April. April put option implied volatility is at 42, July is at 41, and October is at 43; below its 26-week average 46, according to Track Data, suggesting decreasing price movement.
Citigroup (C) closed at $3.89. C overall option implied volatility of 46 is below its 26-week average of 53, according to Track Data, suggesting decreasing price movement.
Three stocks with IV rise on March 15; Boston Scientific (BSX) +18%, Bidu (BIDU) +4%, Caterpillar (CAT) +2% according to IVolatility.
Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Mar 15th 2010 9:00AM by Paul Foster (RSS feed)
Filed under: Ford Motor (F), Whole Foods Market (WFMI), Options
Ford (F) closed at $13.34. F April put option implied volatility is at 36, June is at 42; near its 26-week average of 46, according to Track Data, suggesting decreasing price movement.
Whole Foods (WFMI) closed at $36.30. WFMI April put option implied volatility is at 30, May and August puts are at 39; verses its 26-week average of 43 according to Track Data, suggesting decreasing price movement.
CBOE Volatility Index (VIX) at 17.57; 10-day moving average is 18.32, 50-day is 20.90, 200-day moving average is 24.06.
Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Mar 12th 2010 9:00AM by Paul Foster (RSS feed)
Filed under: Options
iShares Trust FTSE/Xinhua China 25 Fund (FXI) closed at $41.35. Chinese CPI rose 2.7% in February. Overall option implied volatility of 26 is below its 26-week average of 32, according to Track Data, suggesting decreasing price movement.
Devon Energy (DVN) closed at $72.04. DVN entered into agreements to sell all of its assets in the deepwater Gulf of Mexico, Brazil and Azerbaijan to BP for $7.0B. WTI Crude oil futures are recently up 0.58% to $82.59, according to Bloomberg. April option implied volatility is at 29, July is at 32, October is at 34; below its 26-week average of 34, according to Track Data, suggesting decreasing near term price movement.
Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Mar 11th 2010 8:00AM by Paul Foster (RSS feed)
Filed under: Amer Intl Group (AIG), Options
Baidu (BIDU) closed at $549.16. March put option implied volatility is at 29, April is at 33, June at 40 and September is at 41, versus its 26-week average of 42, according to Track Data, suggesting decreasing near-term price movement.
Financial Select Sector (XLF) closed at $15.35. March put option implied volatility is at 25, April is at 26, June is at 29, versus its 26-week average of 26, according to Track Data.
Three stocks with IV rise on March 9; American Intl Group (AIG) 17%, CMC Metals (CMC) +13%, Southwestern Energy (SWN) +4% according to IVolatility.
Update is by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Mar 10th 2010 8:00AM by Paul Foster (RSS feed)
Filed under: Research in Motion (RIMM), Options
Research in Motion (RIMM) closed at $73.55. RIMM is expected to report Q4 EPS on March 30. March option implied volatility is at 37, April is at 45, June at 40; versus its 26-week average of 46, according to Track Data, suggesting non-directional price movement into EPS.
SPDR Homebuilders (XHB) closed at $16.73. XHB March call option implied volatility is at 23, puts at 30, April calls are at 22, puts are at 31, below its 26-week average of 37, according to Track Data, suggesting decreasing price movement.
Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Mar 9th 2010 8:00AM by Paul Foster (RSS feed)
Filed under: Sony Corp ADR (SNE), Best Buy (BBY), Ciena Corp (CIEN), Goldman Sachs Group (GS), Palm Inc (PALM), Options
Sony (SNE) closed at $36.75. SNE April put option implied volatility is at 29, July is at 30, and October is at 31; below its 26-week average of 34, according to Track Data, suggesting decreasing price movement.
Goldman Sachs (GS) closed at $169.84. March put option implied volatility is at 31, April is at 32, versus its six-month average of 33, according to Track Data, suggesting non-directional price movement.
Three stocks with IV rise on March 5; Ciena (CIEN) +11%, Palm (PALM) +9%, Best Buy (BBY) +2%, according to IVolatility.
Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Mar 8th 2010 9:00AM by Paul Foster (RSS feed)
Filed under: Toyota Motor Corp. (TM), Options
Toyota Motor (TM) closed at $76.94. March put option implied volatility is at 32, below a level of 46 from early February, April puts are at 32, versus its 26-week average of 30, according to Track Data, suggesting non-directional price movement.
MGM Mirage (MGM) closed at $11.27. MGM March put option implied volatility is at 54, June is at 59, and September is at 62, below its 26-week average of 73, according to Track Data, suggesting decreasing price movement.
Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Mar 5th 2010 5:30PM by Paul Foster (RSS feed)
Filed under: Options
CME Group, Inc. (CME) announced it has entered into a seven-year license agreement with the Chicago Board Options Exchange that will allow CME Group to list futures and options on futures for volatility indexes on a variety of asset classes. These contracts will be listed with, and subject to, the rules and regulations of the particular exchange where the products will be traded.
CBOE Volatility Index: The VIX was down 1.38 to 17.34.
Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Mar 5th 2010 9:00AM by Paul Foster (RSS feed)
Filed under: Starbucks (SBUX), Options
iShares NASDAQ Biotechnology Index (IBB) closed at $87.75. IBB March and April put implied volatility is at 21; versus its 26-week average of 22, according to Track Data, suggesting non-directional price movement.
Starbucks (SBUX) closed at $22.92. SBUX March put option implied volatility is at 24, April is at 27, July is at 31; below its 26-week average of 36, according to Track Data, suggesting decreasing price movement.
IVX Volatility Monitor: CBOE DJ Industrial Average Index (DJX) closed at 14.8, NASDAQ-100 (NDX) closed at 16.7, PowerShares Nasdaq 100 (QQQQ) closed at 17.2 according to IVolatility.
Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Mar 4th 2010 8:00AM by Paul Foster (RSS feed)
Filed under: Bank of America (BAC), Visa Inc. (V)
Visa (V) closed at $86.80. The company is hosting an investor meeting on March 11. March and April put option implied volatility is at 23, June is at 26; below its 26-week average of 30, according to Track Data, suggesting decreasing price movement.
Bank of America (BAC) closed at $16.37. March put option implied volatility is at 32, April and May is at 35; below its 26-week average of 44, according to Track Data, suggesting decreasing price movement.
Update is by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Mar 3rd 2010 8:00AM by Paul Foster (RSS feed)
Filed under: QUALCOMM Inc (QCOM), Options
Qualcomm (QCOM) rallied 6.7% to $37.93 after approving a 12% increase in its quarterly dividend and authorizes a new $3 billion share buyback program. March put option implied volatility is at 32, April puts are at 31; near its 26-week average of 31 according to Track Data, suggesting non-directional price movement.
Dendreon (DNDN) closed at $33.26. Dendreon's provenge (a drug that prolongs the lives of advanced prostate-cancer patients) has a PDUFA on May 1, 2010, by which time it will respond to Dendreon's amended Biologics License Application (BLA). March put option implied is at 74, May puts are at 92; verses its 26-week average of 76, according to Track Data, suggesting larger price movement this spring.
Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.
Posted Mar 2nd 2010 8:00AM by Paul Foster (RSS feed)
Filed under: Options
Market Vector Gold Miners (GDX) closed at $44.64. Gold is recently up 0.19% to $1120.40. GDX overall option implied volatility of 39 is below its 26-week average of 43, according to Track Data, suggesting decreasing price movement.
Southern Copper (SCCO) closed at $30.08. Copper is recently up 1.95% to 334.80, according to Bloomberg. SCCO March option implied volatility is at 41, April and June is at 42; near its 26-week average of 43, according to Track Data, suggesting non-directional price movement.
Continue reading Options Update: Southern Market Vector Gold Miners Volatility Flat, Gold Stable at $1120
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