Implied Volatility Alert: GS
07/16/09
GS volatility collapses as shares rally after EPS
Goldman Sachs (GS) is recently up $2.39 to $157.66.
GS call option volume of 56,248 contracts compares to put volume of 58,688 contracts.
The GS July 160 straddle is priced at $3.40. The August 160 straddle is priced at $14.10.
GS August option implied volatility is at 33, below a level of 45 from July 13, and below its six-month average of 65, according to Track Data, suggesting decreasing price movement.
Posted at 4:25 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.
TWITTER TRADERS
5 Ways Twitter Can Make You a Better Trader
Twitter is an invaluable tool for investors and option traders. Tobin Smith explains how you can use Twitter to your advantage. more
Options Twits: 8 Options Gurus You Should Follow on Twitter
In the spirit of sharing, we've put together a short list of options experts on Twitter. If you're trader on twitter and are looking for actionable and real-time tweets about options, these are your twits. more
Q&A With 5 Traders on Twitter
Investors and traders use Twitter as an invaluable resource to get real-time information and advice. We've highlighted 5 traders to help them in their trades. more
Full Q&A With Investors and Traders on Twitter
Twitter is growing in popularity amongst investors. Especially amongst traders. Here's a Q&A we conducted with 5 Traders on Twitter. more
2 Things Investors Don't Want to See Happen
If the S&P 500 fails to make a new high, it could create a double-top, which will probably have one of two negative outcomes.
While a correction could occur, the odds favor a big move up in the ProShares Ultra Russell2000 Value ETF (UVT).
Top traders offer up their game-winning ideas for OptionZone's Annual March Madness Contest.
Don't Get Burned by the Market
Investors who try to anticipate the market's next move may get burned. Your best course of action here is to be patient.
Leverage a Bet on the Nasdaq 100
The ProShares Ultra QQQ (QLD), which delivers twice the daily performance of the Nasdaq 100, hit a new 18-month high this week, and doesn't appear to be stopping.
