Implied Volatility Alert: MFE, DIS
10/29/09
MFE November volatility at 40, December at 35 into EPS
McAfee (MFE) closed at $42.24 yesterday.
The company is expected to report Q3 EPS today.
MFE November option implied volatility is at 40, and December is at 35, versus its six-month average of 39, according to Track Data, suggesting decreasing price movement after EPS.
DIS volatility flat into EPS and advertising outlook
Disney (DIS) closed yesterday at $27.24.
The company is expected to report EPS Nov. 12.
DIS announced the purchase of Marvel (MVL) for $30 cash and 0.745 DIS shares for each share of MVL in August.
DIS November and December option implied volatility of 36 is near its 26-week average of 37, according to Track Data, suggesting non-directional movement.
Posted at 8:40 a.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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