Filed under: Marriott Intl'A' (MAR), Options
The CBOE Volatility Index (VIX) is down 1.66 to 21.87. The 10-day moving average is 22.85, the 100-day moving average 26.71.SPDR Gold Trust (GLD) overall implied volatility is at 19. The 26-week average is 20. GLD up 2% as gold closes at record high of $1342.
Marriott International, Inc. (MAR) is expected to announce Q3 EPS on October 7. October put option implied volatility is at 40, January is at 37. This is near its 26-week average of 36, according to Track Data, suggesting higher near tem price movement into EPS.
Update is by Stock Specialist Paul Foster of theflyonthewall.com
Options Update: CBOE Volatility Index Decreases As Market Rallys originally appeared on BloggingStocks on Tue, 05 Oct 2010 17:40:00 EST. Please see our terms for use of feeds.
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