Research in Motion (RIMM) October put volatility elevated at 77 into Q2 results

September 15, 2011 8:55 AM EDT
Research in Motion (Nasdaq: RIMM) is expected to release Q2 results on September 15. September 30 straddle is at $3.70, October is at $5.69. October put option implied volatility is at 77, November at 68; above its six-month average of 52 according to Track Data suggesting larger price movement.


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