Options Update: CBOE Volatility Index Near Four Month Low on Market Rally

Filed under: Options, Transocean Ltd. (RIG)

CBOE Volatility Index-VIX was down 78 cents to $21.21. The 10-day moving average is 23.79, 100-day 26.89. The S&P 500 was up 1.1% to 1116.10.



Transocean LTD (RIG) closed up 2 cents to $58.84. The April 20th Gulf of Mexico explosion was aboard a Transocean owned deepwater rig. Crude oil futures are recently up 0.86% to $77.11 according to Bloomberg. RIG October put option implied volatility is at 46, November is at 44. That is near its 26-week average of 44, according to Track Data, suggesting non-directional price movement.



Update is by Stock Specialist Paul Foster of theflyonthewall.com

Options Update: CBOE Volatility Index Near Four Month Low on Market Rally originally appeared on BloggingStocks on Mon, 13 Sep 2010 17:40:00 EST. Please see our terms for use of feeds.

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