Implied Volatility Alert: CME, ICE
10/19/09
CME volatility at 44 into EPS and renewed buyout report
CME Group (CME) closed Friday at $312.86.
Crain's reported that the CME and the Chicago Board Options Exchange (CBOE) have held informal combination discussions.
CME is expected to report Q3 EPS on Oct. 29.
CME November option implied is at 44, and December is at 43, near its 26-week average of 47, according to Track Data.
ICE volatility at 47 into EPS and revenue growth outlook
Intercontinental Exchange (ICE) closed Friday at $105.84.
ICE is expected to report Q3 EPS on Nov. 3.
ICE November option implied volatility is at 47, and December is at 46, below its six-month average of 53, according to Track Data, suggesting decreasing price movement.
Posted at 8:55 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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