Options Update: Deere and CSX Corp. Volatility Flat

Filed under: Options, Deere and Co (DE)

Deere (DE) is recently up 6% after the U.S. lowered its outlook for corn and wheat production. Call option volume of 21K contracts compares to put volume of 19K contracts. October put option implied volatility is at 29, November is at 32, December is at 33, verses its 26-week average of 35, according to Track Data, suggesting decreasing price movement.

CSX Corp. (CSX) is expected to report Q3 EPS on October 13. October put option implied volatility is at 37, January is at 33, near its 26-week average, according to Track Data, suggesting nondirectional price risk.

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

Options Update: Deere and CSX Corp. Volatility Flat originally appeared on BloggingStocks on Sun, 10 Oct 2010 09:10:00 EST. Please see our terms for use of feeds.

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