Implied Volatility Alert: ARUN, ANF
11/10/09
ARUN puts active into EPS
Aruba Networks (ARUN) is recently down 7 cents to $9.07.
The company is expected to report Q1 EPS Nov. 19.
ARUN November option implied volatility is at 100, and December is at 61, versus its 26-week average of 62.
ARUN Nov 7.5 Puts (QBRWU) have traded 14 times on transaction volume of 5,020 contracts, above its open interest of 114 contracts, according to Track Data, suggesting traders taking positions for price movement.
ANF November volatility at 58, December at 57 into EPS
Abercrombie & Fitch (ANF) is recently down 2 cents to $37.57.
The company is expected to report Q3 EPS Nov. 13.
FBR Capital Markets (FBCM) said, "Expect in line to slight upside driven by gross margin, and selling, general and administrative expenses."
ANF November option implied volatility is at 58, and December is at 52, versus its six-month average of 57, according to Track Data, suggesting decreasing price movement after EPS.
Posted at 3:20 p.m.
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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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