Implied Volatility Alert: PEP, JASO
08/04/09
PEP volatility low into acquisition of PAS and PBG
PepsiCo (PEP) announced the acquisition of PepsiAmericas (PAS) and Pepsi Bottling Group (PBG) for a combined price of $7.8 billion.
PEP is recently up $1.42 to $57.62.
PEP August option implied volatility is at 22 and October is at 24, below its 26-week average of 30, according to Track Data, suggesting decreasing price risk.
JASO volatility low into EPS, margin and revenue outlook
JA Solar (JASO) is recently up 11 cents to $5.13.
The Chinese-based solar cell manufacturer is scheduled to announce Q2 EPS on Aug. 12.
JASO August and December option implied volatility of 99 is below its 26-week average of 124, according to Track Data, suggesting decreasing price movement.
Posted at 1:44 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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