Options Update: CBOE NASDAQ 100 Index (NDX) & Dell (DELL)
CBOE NASDAQ 100 Index (NDX)
NDX over all option implied volatility at 23; index near 11-month high.
DELL Sept Volatility At 49; Shares Have Trended Up After July Analyst Meeting
Dell-DELL is recently up $14.68.
DELL is expected to announce Q2 EPS after the market close on August 27. DELL shares have rallied 22% since pre-announcing EPS at an analyst meeting on July 13.
DELL September option implied volatility is at 49, November is at 44, verses its six-month average of 51, according to Track Data, suggesting decreasing price movement after EPS.
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