Implied Volatility Alert: MOS, DELL
07/10/09
MOS July options active on wide price swings; earnings scheduled for July 22
Mosaic (MOS) is recently down $2.25 to $40.55.
MOS is scheduled to report Q2 earnings on July 22.
MOS call option volume of 62,282 contracts compares to put volume of 20,377 contracts.
MOS July 40 straddle is priced at $4.00, August 40 straddle is priced at $8.10.
MOS August option implied volatility is at 74, above a level of 66 from July 9 and near its six-month average of 70 according to Track Data suggesting larger price movement.
XRT July put spreaders active
S&P Retail Index SPDR (XRT) seeks to replicate as closely as possible to the performance of the S&P Retail Select Index.
XRT is recently up 1 cent to $26.68.
XRT call option volume of 12,508 contracts compares to put volume of 217,790 contracts.
July and August option implied volatility of 42 is below its six-month average of 45, according to Track Data.
Posted at 1:07 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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