Options Update: Yahoo (YHOO) & Agilent (A)
Yahoo (YHOO)
YHOO volatility reflects less price movement; WSJ reports NWS in talks.
YHOO is recently trading up $.28 to $29.80.
The WSJ reported NWS is in talks with YHOO on combining internet operations.
MSFT proposed the acquisition of YHOO for $31 per share on Feb. 1. MSFT offer is payable in $31 cash or 0.9509 per share of MSFT.
YHOO call option volume of 137,779 contracts compares to put volume of 54,303 contracts.
YHOO February 30 straddle is priced at $1.02.
YHOO March option implied volatility of 41 is below its 26-week average of 43, suggesting decreasing price movement.
Agilent (A)
A volatility elevated at 38 into EPS & Outlook.
A is expected to report Q1 EPS after the market close today.
A March option implied volatility of 38 is above its 26-week average of 32, suggesting larger price risks.
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About Paul Foster
Paul Foster is a former member of the Chicago Board Options Exchange with 21-years of professional experience in the capital markets, investments, trading, corporate finance, arbitrage, options and mergers & acquisitions. His writing about the options market has appeared in a wide variety of publications.
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