Implied Volatility Alert: EBAY, GLD
10/20/09
EBAY volatility flat into EPS and guidance
EBay (EBAY) is recently down 37 cents to $24.78.
The company is scheduled to report Q3 EPS Oct. 21, after the market close.
Deutsche Bank has a "sell" rating with a $15 price target on EBAY.
EBAY call option volume of 16,401 contracts compares to put volume of 6,689 contracts.
EBAY November call option implied volatility is at 41, and January calls are at 35, versus its six-month average of 43, according to Track Data, suggesting decreasing price movement after EPS.
GLD volatility low; gold above $1,056
SPDR Gold Trust (GLD) is recently down 73 cents to $103.51.
Gold is recently down 0.11% to $1,056.90, according to Bloomberg.
GLD call option volume of 32,494 contracts compares to put volume of 20,057 contracts.
GLD November call option implied volatility is at 17, and puts are at 20, below its overall 26-week average of 25, according to Track Data.
GLD volatility was at 59 in October 2008, and above a level of 17 from July, according to IVolatility.
Posted at 3 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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