Options Update: Deere Volatility Low; Shares Have Rallied with Corn at 30-Month High

Filed under: Options, Deere and Co (DE)

Deere (DE) shares trended higher as corn has rallied to a 30-month high. Overall option implied volatility of 29 is below its 26-week average of 33, according to Track Data, suggesting decreasing price movement.

ARM Holdings (ARMH) closed down 4.8% after rallying sharply over the past seven weeks. January call option implied volatility is at 75, February is at 67, above its 26-week average of 46, according to Track Data, suggesting larger price movement.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: Deere Volatility Low; Shares Have Rallied with Corn at 30-Month High originally appeared on BloggingStocks on Sat, 15 Jan 2011 09:10:00 EST. Please see our terms for use of feeds.

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