Implied Volatility Alert: AMR, SLE
09/25/09
AMR October volatility at 78, November at 89
AMR Corp. (AMR) is recently at $8 in pre-market trading, above yesterday's close of $7.74.
AMR rating was raised to "buy" from "neutral" at UBS.
The company is expected to report Q3 EPS in mid-October.
AMR October option implied volatility is at 78, and November is at 89, below its six-month average of 97, according to Track Data, suggesting decreasing price movement.
SLE January volatility flat at 39 as shares rally 7% in pre-market on personal care sale
Sara Lee Corp. (SLE) is recently at $11.30 in pre-market trading, above yesterday's close of $10.54.
Unilever (UN) agreed to buy SLE's personal care and European detergent unit for $1.88 billion.
The company's board of directors authorized a $1 billion share repurchase program.
SLE October option implied volatility is at 39, and November is at 38, near its six-month average of 38, according to Track Data.
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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