10:19 AM
11/20/09
$PPD (Msges, Tweets) Dec IV spikes to 84 vs 6 month avg of 50 as shares sold off 18% on Nov 19 on FTC draft complaint
11:10 AM
11/19/09
$AUY (Msges, Tweets) Dec and Jan option IV of 55 vs 6-month avg of 58; Gold recently down .52% to $1135.30
11:09 AM
11/19/09
$AET (Msges, Tweets) volatility low into 2000+ page Senate health reform bill and analyst meeting
11:14 AM
11/18/09
$IMGN (Msges, Tweets) Dec and Jan implied volatility of 145 is above its 26-week avg of 78; phase III data by year end
02:28 PM
11/17/09
$AAPL (Msges, Tweets) volatility low; shares trend higher on optimism of holiday tech-device sales
10:02 AM
11/17/09
$SHLD (Msges, Tweets) reports Q3 EPS on Nov 19. Nov 75 straddle is priced at $6.75, Dec 75 straddle is priced $11, suggesting price movement
03:29 PM
11/16/09
$UNG (Msges, Tweets) rallies on higher ng futures; Nov option IV is at 57, Dec volatility is at 50; vs its 6-month avg of 58
10:03 AM
11/16/09
$NTAP (Msges, Tweets) Nov option prices elevated into Q2 EPS on Nov 18. Nov 30 straddle priced at $2.00, Dec at $3.05.