Options Update: Alcoa Volatility Increases, Shares Near 11-Month Low

Filed under: Advanced Micro Dev (AMD), Alcoa Inc (AA)

Alcoa, Inc. (AA) is expected to report Q2 EPS on July 12. AA overall option implied volatility of 52 is above its 26-week average of 46 according to Track Data, suggesting larger movement.



Advanced Micro Devices, Inc. (AMD) is expected to report Q2 EPS on July 15. AMD July put option implied volatility is at 58, August and October is at 53; verses its 26-week average of 52. AMD option volume of 64K contracts compares to put volume of 11K contracts, according to Track Data suggesting traders taking positions for price movement.



Biogen Idec Inc. (BIIB) and Allergan, Inc. (AGN) options are on the most active list, with elevated volatility as shares rally.



Update is by Stock Specialist Paul Foster of theflyonthewall.com

Options Update: Alcoa Volatility Increases, Shares Near 11-Month Low originally appeared on BloggingStocks on Fri, 02 Jul 2010 18:00:00 EST. Please see our terms for use of feeds.

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Alcoa - Option - Biogen Idec - Business - Allergan

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