Send to a Friend Share

American Int'l (AIG) Dec volatility decreases to 87 from 112 after reporting results

November 6, 2009 11:47 AM EST
AIG Hot Sheet
Overall Analyst Rating:
    BUY (Up Up)

EPS Growth %: +217.0%
American Int'l (NYSE: AIG) is recently down $3.43 to $35.83 after reporting a Q3 net income attributable to AIG of $455M, compared with a net loss of $24.6B in Q3 2008. AIG call option volume of 42,161 contracts compares to put volume of 28,393 contracts. AIG November option implied volatility is at 80, below a level of 112 from November 5, December is at 87; below its six-month average of 110, according to Track Data, suggesting decreasing price movement. Paul Foster

You May Also Be Interested In


Related Categories

Options

Add Your Comment





Follow StreetInsider.com On Twitter