Implied Volatility Alert: BX, XLF
11/09/09
BX volatility low as shares rally after EPS
Blackstone Group (BX) is recently up 64 cents to $15.48.
Keefe, Bruyette & Woods (KBW) raised its rating to "outperform" after BX reported better-than-expected performance fees and EPS.
BX Nov 15 Calls (BXKC) have traded 143 times on transaction volume of 5,565 contracts, below its open interest of 7,068 contracts.
BX November option implied volatility is at 53, and December is at 58, versus its six-week average of 63, according to Track Data.
XLF volatility near 15-month lows
The Financial Select Sector SPDR (XLF) is recently up 36 cents to $14.67.
XLF call option volume of 35,015 contracts compares to put volume of 26,905 contracts.
XLF overall volatility at 35, below a level of 121 from Dec. 9, 2008, and above a level of 33 in September, according to IVolatility.
Posted at 2:05 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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