Monday, November 06, 2006
Commentary On SIRI Options Into Earnings
Sirius Satellite-SIRI option implied volatility calm on Heavy call volume into EPS
(theflyonthewall.com 11/06 15:34:10)
SIRI is expected to report EPS on 11/8. SIRI call option volume of 24,175 contracts compares to put volume of 3,574 contracts according to TrackData. SIRI over all option implied volatility of 49 is near its 26-week average according to Track Data, indicating non-directional price fluctuations.
11/06/2006 03:43:00 PM
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