Implied Volatility Alert: GLD, GRMN
11/04/09GLD November volatility flat; ETF trends higher as gold rallies to $1,092
The SPDR Gold Trust (GLD) is recently up $1.11 to $107.56.
Gold is recently up 1.18% to $1,097.70, according to Bloomberg.
GLD call option volume of 139,247 contracts compares to put volume of 128,612 contracts.
GLD November option implied volatility is at 22, and December is at 23, near its six-month average of 25, according to Track Data.
GRMN volatility at 58 on active volume as shares sell off after EPS
Garmin Ltd. (GRMN) is recently down $3.61 to $27.80 after reporting Q3 revenue of $781 million, down 10% from Q3 2008.
GRMN call option volume of 18,401 contracts compares to put volume of 21,874 contracts.
GRMN November and December option implied volatility of 58 is above its 26-week average of 55, according to Track Data, suggesting slightly larger price movement.
Posted at 3:20 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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