Implied Volatility Alert: AMSC, ITT
10/13/09
AMSC November volatility at 76, December at 67
American Superconductor (AMSC) is recently up 58 cents to $33.27.
The company, which offers an array of technology and solutions for electric power infrastructure, is expected to report Q2 EPS in early November.
AMSC November option implied volatility is at 76, and December is at 67, versus its six-month average of 67.
AMSC call option volume of 2,917 contracts compares to put volume of 808 contracts, according to Track Data.
ITT calls active as shares rally 3%
ITT Corp. (ITT) is recently up $1.52 to $52.96.
The engineering and manufacturing company is expected to report Q3 EPS on Oct. 30.
ITT November option implied volatility is at 38 versus a six-month average of 34.
ITT October 55 straddle is priced at $3.20, and November is priced at $5.70.
ITT call option volume of 14,920 contracts compares to put volume of 2,031 contracts, according to Track Data. ITT average daily option volume is 490 contracts, according to IVolatility.
Posted at 2:50 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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