Options Update: Toll Brothers September Volatility Flat

Filed under: Toll Brothers (TOL), Options, Delta Air Lines (DAL)

Toll Brothers (TOL) closed down 50 cents to $16.60. TOL is expected to report Q3 EPS on August 25. September put option implied volatility is at 41, December is at 44; verses its 26-week average of 41, according to Track Data, suggesting non-directional near term price movement.

Delta Air Lines (DAL) closed down 58 cents to $10.78. WTI Crude Futures are recently down 1.35% to $74.40 according to Bloomberg. DAL call option volume of 11K contracts compares to put volume of 11K contracts. September put option implied volatility is at 52, December is at 57; near its 26-week average of 53 according to Track Data, suggesting non-directional price movement.

Update is by Stock Specialist Paul Foster of theflyonthewall.com

Options Update: Toll Brothers September Volatility Flat originally appeared on BloggingStocks on Thu, 19 Aug 2010 17:20:00 EST. Please see our terms for use of feeds.

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Option - BloggingStocks - Toll Brothers - Delta Air Lines - Implied volatility