Implied Volatility Alert: BAC, BCRX
10/27/09
BAC volatility at 50; calls active as shares trend lower
Bank of America (BAC) is recently down 5 cents to $15.35.
Wells Fargo has a valuation range of $24 to $27 on BAC.
BAC call volume of 141,670 compares to put volume of 83,456 contracts.
BAC November option implied volatility is at 50, December is at 48, and January is at 49, below its six-month average of 68, according to Track Data, suggesting decreasing price movement.
BCRX volatility low as shares trend higher into flu season
BioCryst Pharmaceuticals (BCRX) is recently down 26 cents to $10.68.
The CDC issued an emergency use authorization on Oct. 23 for BRCX's peramivir in certain adult and pediatric patients with H1N1 influenza who are admitted to the hospital.
BCRX November call option implied volatility is at 83, puts are at 98; December calls are at 84, puts are at 108; versus its six-month average of 121, according to Track Data, suggesting traders are expecting movement.
Posted at 12:30 p.m.
More Implied Volatility Alerts
Researcher Paul Foster has 23 years of professional experience in the capital markets, investments, trading, corporate finance, arbitrage, options, and mergers and acquisitions.
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