| Osiris Therapeutics, a stem cell company, is recently down 59c to $5.74. OSIR is expected to report Q3 EPS before the open on November 4th. OSIR November 7.5 calls have traded 223 times on transaction volume of 4,593 contracts, verses its open interest of 5,107 contracts. OSIR November call option implied volatility is at 111, puts are at 139, December calls are at 98, puts at 122; above its 9-week average of 75, according to Track Data, suggesting larger price movement. OSIR puts are more expensive than calls because OSIR is difficult to borrow. :theflyonthewall.com |
