Implied Volatility Alert: ACAD, BCRX
08/13/09
ACAD volume and volatility increases into data
Acadia Pharmaceuticals (ACAD), a biotech company with a focus on the treatment of central nervous system disorders, is recently up 88 cents to $6.17.
Data from ACAD's first Parkinson's Disease Psychosis (PDP) Phase three trial is expected soon.
ACAD call option volume of 30,977 contracts compares to put volume of 6,082 contracts.
ACAD August 5 straddle is priced at $1.70, September 5 straddle is priced at $3.55, December 5 straddle is priced at $4.20.
ACAD September option implied is at 243, December is at 170 whic is above its 6-month average of 140 according to Track Data, suggesting large price movement.
BCRX September volatility at 134
BioCryst Pharmaceuticals (BCRX) is recently down 19 cents to $9.59.
BCRX's Peramivir is a flu treatment.
BCRX call option volume of 3,262 contracts compares to put volume of 478 contracts.
BCRX August option implied volatility is at 134, September is at 123 and December is at 110 verses its 6-month average of 125, according to Track Data.
Posted at 4:00 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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