Schaeffer's Options Volatility Scan: Wells Fargo & Co. and Netflix Inc.

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Mon Apr 20, 2009 4:06pm EDT 

CINCINNATI--(Business Wire)--
A banking giant and an online movie rental company appear on today's Schaeffer's
Volatility Index vs. Historical Volatility Filter for the first time in quite a
while. Specifically, implied volatility is climbing on Netflix (NASDAQ: NFLX)
and falling on Wells Fargo & Co. (NYSE: WFC). 

Starting with NFLX, the stock's Schaeffer's Volatility Index (SVI) has risen to
69.83%, compared to its historical volatility of 49.69%. This significant skew
indicates that options are more expensively priced in comparison to the stock's
historical performance. What's more, NFLX's option premiums and implieds could
move even higher heading into the company's quarterly earnings report, which is
slated to hit the Street after the close on Thursday, April 23. Wall Street is
currently looking for a profit of 31 cents per share from the DVD rental firm. 

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Schaeffer's Investment Research
Joseph Hargett, 513-589-3800
jhargett@sir-inc.com

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