Implied Volatility Alert: OSIR, WMT
08/06/09
OSIR November volatility elevated into data
Osiris Therapeutics (OSIR), a stem cell company, closed at $11.91 yesterday.
OSIR's pivotal GvHD data expected before year-end.
OSIR September call option implied volatility is at 140, puts are at 138; November call volatility is at 123, puts are at 165; verses its six-month average of 80, according to Track Data, suggesting larger price movement.
OSIR puts are more expensive than calls because OSIR is difficult to borrow.
WMT volatility low into EPS, back-to-school and margin outlook
Wal-Mart (WMT) closed at $49.20 yesterday.
WMT is expected to report Q2 EPS on Aug. 13.
Societe Generale has a $62 price target on WMT.
WMT August option implied volatility is at 21 and September is at 21, below its six-month average of 30, according to Track Data, suggesting decreasing price movement.
Posted at 9:30 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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