Filed under: Options

Nvidia (NASDAQ: NVDA) closed at $26 Tuesday.

NVDA is expected to report Q1 EPS 35 cents today according to Thomson Call.

NVDA February 25 straddle is priced at $2.50. NVDA March option implied volatility of 71 is above its 26-week average of 54 according to Track Data, suggesting larger price movement.

Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com

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This entry was posted on Wednesday, February 13th, 2008 at 12:48 pm and is filed under Stocks Money News. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.