Options Update: Ford October Weekly Volatility Elevated, November Flat into EPS

Filed under: Ford Motor (F), Expedia Inc (EXPE), Options

Ford (F) is scheduled to report Q3 EPS on October 26. About 181K calls (67K puts) traded with short-term speculation focused on October 14 calls. October weekly option implied volatility is at 56, November is at 39, compared to its 26-week average of 40, according to Track Data, suggesting flat price movement after EPS.



Expedia (EXPE) is expected to report Q3 EPS on October 28. November 29 puts are active with total call option volume of 3K contracts versus 8K puts. November put option implied volatility of 48, January is at 40; above its 26-week average of 41, according to Track Data, suggesting larger near-term price movement.



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

Options Update: Ford October Weekly Volatility Elevated, November Flat into EPS originally appeared on BloggingStocks on Tue, 26 Oct 2010 06:30:00 EST. Please see our terms for use of feeds.

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