Morgan Stanley (MS) volatility flat; Goldman Sachs (GS) volatility above average; shares near 26-month lows

July 8, 2011 2:20 PM EDT
Morgan Stanley (NYSE: MS) overall option implied volatility of 32 is near its six-month average of 31 according to Track Data, suggesting non-directional price movement.

Goldman Sachs (NYSE: GS) August and October put option implied volatility of 28 is above its six-month average of 26 according to Track Data, suggesting larger price movement as Q2 earning expectations were lowered at Oppenheimer & Co. and Ticonderoga Securities.


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