Implied Volatility Alert: HPQ, IMGN
11/18/09
HPQ volatility low into EPS and outlook
Hewlett-Packard (HPQ) is recently down 88 cents to $50.43.
The company is scheduled to report Q4 EPS after the market close on Nov. 23.
HPQ December option implied volatility is at 25, and January is at 27, below its six-week average of 31, according to Track Data, suggesting decreasing price movement.
IMGN option prices elevated into data
ImmunoGen (IMGN) closed yesterday at $8.58.
The company's most advanced compound, breast cancer treatment trastuzumab-DM1, is in Phase III testing, and data is expected before year-end.
IMGN December 7.5 straddle is priced at $3, and the January 7.5 straddle is priced at $3.90.
IMGN December and January option implied volatility of 145 is above its 26-week average of 78, according to Track Data, suggesting large price movement.
Today's option volume leaders
- Bank of America (BAC)
- Potash (POT)
- Chesapeake Energy Corp. (CHK)
- Citigroup (C)
- Research In Motion (RIMM)
According to Track Data.
Posted at 10:50 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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