Implied Volatility Alert: JCG, VPHM
08/27/09
JCG September volatility at 68 and December at 60 into EPS and holiday outlook
J. Crew Group (JCG) closed at $32.75 yesterday.
The company is scheduled to report Q2 EPS today.
JCG September option implied volatility is at 68, October is at 62, and December puts are at 60, verses a six-month average of 67, according to Track Data, suggesting less price risk after EPS.
VPHM option volume and volatility increase
ViroPharma (VPHM) is recently down 24 cents to $8.19 in pre-market trading.
VPHM options were active on Aug. 26, with 25,655 contracts trading.
VPHM September option implied volatility is at 100, October is at 98 and November is at 79, verses a six-month average of 80, according to Track Data.
Posted at 8:40 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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