Stocks With Unusually High Implied Volatility
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Created by Barrons
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Date updated:03-10-2007

From Barron's 3-12-2007:

"Some of the most compelling action in the options market has occurred among stocks whose market-capitalizations exceed $20 billion. The implied volatility of these big-caps increased more than the benchmark indexes, but has attracted much less attention. Long-term stock investors may want to take advantage of this by selling puts against their positions

Current market conditions introduce a few important variables for put sellers to consider. Sell puts on mega-cap stocks with high implied volatility if you think stocks were unfairly punished in the general market rout. Other reasons to sell those puts are if you believe the stock market sell-off is largely over, or if next wave of a sell-off will hit stocks with poor fundamentals."

Stocks with unusually high three-month implied volatility, relative to their average levels include:

symbol name last price % change open
  • +
  • ALL
    Allstate Cp
  • $28.27
  • -2.85%
  • $28.42

No Analysis added

People owning ALL also tend to own: ADMAIZCBCNICOPCSCCVX

TheStreet.com Rating: C- What is this?

  • +
  • AMGN
    Amgen Inc.
  • $56.50
  • -1.02%
  • $55.98

No Analysis added

People owning AMGN also tend to own: AAPLGESGPCECEMRVLOMRIANF

TheStreet.com Rating: B What is this?

  • +
  • CSCO
    Cisco Systems
  • $23.38
  • -1.52%
  • $23.09

No Analysis added

People owning CSCO also tend to own: AAPLAMDDELLGOOGIBMINTCMSFT

TheStreet.com Rating: B- What is this?

  • +
  • DD
    Du Pont E I De Ne
  • $34.40
  • -2.13%
  • $34.06

No Analysis added

People owning DD also tend to own: BMYBNSCLXCVXDEIBMJPM

TheStreet.com Rating: C+ What is this?

  • +
  • INTC
    Intel Corporation
  • $19.11
  • -1.19%
  • $18.90

No Analysis added

People owning INTC also tend to own: AAPLAMDCSCODELLGOOGIBMMSFT

TheStreet.com Rating: B What is this?

  • +
  • IGT
    Intl Game Tech
  • $19.41
  • -2.51%
  • $19.28

No Analysis added

People owning IGT also tend to own: ADPBACBSXCCLCMCSACSCOERTS

TheStreet.com Rating: C What is this?

  • +
  • JNJ
    Johnson And Johns
  • $62.89
  • -0.65%
  • $62.52

No Analysis added

People owning JNJ also tend to own: AAAIGIBMINTCJPMKOMSFT

TheStreet.com Rating: B What is this?

  • +
  • MSFT
    Microsoft Corpora
  • $29.22
  • -1.91%
  • $29.01

No Analysis added

People owning MSFT also tend to own: AAPLAMDCSCODELLGOOGIBMINTC

TheStreet.com Rating: B What is this?

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