Options Update: NYSE Euronext Volatility Decreases on NASDAQ OMX & ICE Proposal

Filed under: NYSE Euronext (NYX), Options, NASDAQ

NASDAQ OMX (NDAQ), Intercontinental Exchange (ICE) offered $42.50 per share to acquire NYSE Euronext (NYX). April and June call option implied volatility is at 22; below its 26-week average of 32 according to Track Data, suggesting decreasing price movement.

Pier 1 Imports (PIR) April put option implied volatility is at 58, June is at 54; near its 26-week average of 56 according to Track Data, suggesting non-directional price movement into the expected release of Q4 results on April 7.

Update is by Stock Specialist Paul Foster of theflyonthewall.com

Options Update: NYSE Euronext Volatility Decreases on NASDAQ OMX & ICE Proposal originally appeared on BloggingStocks on Fri, 01 Apr 2011 16:45:00 EST. Please see our terms for use of feeds.

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