MSCI Brazil Index (EWZ) closed up $1,01 to $75.40. The Brazilian general election of 2010 will be held on Sunday, October 3. The Presidency of the Republic, all Chamber of Deputies seats, and fifty-four of the Federal Senate seats, will be contested in this election, along with all 26 states (plus the Federal District) governorships and the state legislatures. October put option implied volatility is at 28, November is at 29, December puts are at 31. This versus its 26-week average of 31 according to Track Data, suggesting non-directional price movement.
Monsanto Company (MON) closed down almost 8% after an Australian farm chemical supplier-said glyphosate sales in North America dropped 44% in 2010. October put option implied volatility is at 48, January is at 43. That is above its 26-week average of 34, according to Track Data, suggesting larger price movement.
Update is by Stock Specialist Paul Foster of theflyonthewall.com
Options Update: MSCI Brazil Index volatility Flat into Brazilian Elections originally appeared on BloggingStocks on Tue, 28 Sep 2010 17:30:00 EST. Please see our terms for use of feeds.
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