Implied Volatility Alert: JPM, FDO
07/07/09
JPM volatility low into EPS and WAMU credit integration outlook
JPMorgan Chase (JPM) is recently up 6 cents to $32.66.
JPM is expected to report Q2 earnings on July 16.
JPM July option implied volatility is at 60, August is at 50; below its six-month average of 75, according to Track Data, suggesting decreasing price movement.
FDO July puts active on volatility of 59 into EPS and outlook
Family Dollar Stores (FDO) is recently down 5 cents to $27.99.
FDO is scheduled to report Q3 earnings on July 8.
FDO call option volume of 1,444 contracts compares to put volume of 6,056 contracts.
FDO July 27.50 straddle is priced at $2.35 and the August 27.50 straddle is priced at $3.60.
FDO July option implied volatility is at 59, August is at 45; verses its six-month average of 48, according to Track Data, suggesting larger price movement into earnings.
Posted at 11:05 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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