Options Update: Dell (DELL) & CBOE Vix
Dell (DELL)
DELL volatility suggests movement as DELL near six-year low.
DELL closed at $19.12.
DELL has a market cap of $43 billion.
DELL has $390 million in long-term debt with $12.6 billion in cash.
DELL authorized $10 billion in repurchases of common stock on Dec. 4.
DELL reported 2007 total revenue of $57.4 billion.
DELL February 19 straddle is priced at $1.20.
DELL call option volume of 41,287 contracts compares to put volume of 39,444 contracts.
DELL March option implied volatility of 40 is above its 26-week average of 35, indicating larger price fluctuations.
Volatility Index S&P 500 Options (VIX)
VIX up 2.38 to 28.37."
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.
View Paul Foster's post archive >
