Implied Volatility Alerts: Week of August 24
08/28/09
August 28, 2009
Implied Volatility Alert: ACAD, ACOR
Acadia Pharmaceuticals (ACAD) option prices elevated prices into data. Acorda Therapeutics (ACOR) September volatility at 63, October at 115 into data. Read more ...
Implied Volatility Alert: AUXL, BCRX
Auxilium Pharmaceuticals (AUXL) September volatility at 113 into PDUFA. BioCryst Pharmaceuticals (BCRX) September call volatility at 127, puts at 136 into flu season. Read more ...
Implied Volatility Alert: ALTH, MBI
Allos Therapeutics (ALTH) September volatility elevated into FDA meeting. MBIA Inc. (MBI) call volume and volatility elevated on recent rally. Read more ...
Implied Volatility Alert: JCG
J. Crew Group (JCG) volatility collapses as shares rally 7% on higher-than-expected EPS. Read more ...
Implied Volatility Alert: DRYS, SQNM
DryShips (DRYS) options active on 80,000 contracts; volatility of 69 near one-year low. Sequenom (SQNM) September volatility at 97 and December at 120 into data. Read more ...
August 27, 2009
Implied Volatility Alert: AET
Aetna (AET) Oct 30 Calls active on volatility of 54. Read more ...
Implied Volatility Alert: NTAP, AIG
NetApp (NTAP) calls more active than puts into EPS and outlook. AIG (AIG) September call volatility at 144 and puts at 158; shares up 27%. Read more ...
Implied Volatility Alert: BA, ARNA
Boeing Co. (BA) October volatility at 35; shares up 6% in pre-market on news of first 787 flight by end of 2009. Arena Pharmaceuticals (ARNA) October volatility at 198 into data. Read more ...
Implied Volatility Alert: JCG, VPHM
J. Crew Group (JCG) September volatility at 68 and December at 60 into EPS and holiday outlook. ViroPharma (VPHM) option volume and volatility increase. Read more ...
August 26, 2009
Implied Volatility Alert: WYE, VPHM
Wyeth (WYE) puts active into pending merger with Pfizer (PFE). ViroPharma (VPHM) calls active on increasing volatility. Read more ...
Implied Volatility Alert: WFC, XHB
Wells Fargo (WFC) volatility low on more puts than calls. SPDR Homebuilders ETF (XHB) volatility of 41 at 15-month lows. Read more ...
Implied Volatility Alert: BEAT, VLO
CardioNet (BEAT) calls active on 9,000 contracts and increasing volatility. Valero Energy Corp. (VLO) volatility near 18-month lows on $71 oil. Read more ...
Implied Volatility Alert: WSM, DELL
Williams-Sonoma (WSM) volatility at 62; Q2 net revenues down 18% to $672 million. Dell (DELL) September volatility at 49; shares trended up after July analyst meeting. Read more ...
Implied Volatility Alert: HGSI, BA
Human Genome Sciences (HGSI) September volatility at 111; shares rally 18% in pre-market trading. Boeing Co. (BA) volatility low into 787 production schedule. Read more ...
August 25, 2009
Implied Volatility Alert: BCRX, SLXP
11,000 BioCryst Pharmaceuticals (BCRX) calls trade on elevated volatility into flu events. Salix Pharmaceuticals (SLXP) October volatility elevated; shares near 22-month high. Read more ...
Implied Volatility Alert: FNM, DLTR
Fannie Mae (FNM) option volume and prices elevated as shares rally 8%. Dollar Tree (DLTR) volatility low; shares rally to record high into EPS. Read more ...
Implied Volatility Alert: VIX, SLM
CBOE Volatility Index (VIX) down 46 cents to $24.69. SLM Corp. (SLM) volatility near 13-month lows. Read more ...
Implied Volatility Alert: UNG, TYX
United States Natural Gas Fund (UNG) call volatility low; natural gas near seven-year lows. CBOE Interest Rate 30-Year Treasury Bond (TYX) volatility flat into expected Bernanke reappointment. Read more ...
August 24, 2009
Implied Volatility Alert: USO, BCRX
United States Oil Fund (USO) volatility at 43; oil approaching $75. BioCryst Pharmaceuticals (BCRX) calls active into winter flu season. Read more ...
Implied Volatility Alert: ALTH, RF
Allos Therapeutics (ALTH) volatility at 150 into FDA meeting. Regions Financial (RF) volatility low at 78 as shares trend higher. Read more ...
Implied Volatility Alert: TOL, TTWO
Toll Brothers (TOL) volatility low into earnings. Take-Two (TTWO) Sept volatility elevated at 83; shares near 9-month high. Read more ...
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