Blogging Options: Mid-day Update

I.V. Comparison’s
 
MSFT volatility higher than IBM
 
IBM June put option implied volatility is at 15, July at 17, October at 22; compared to its 26-week average of 19 as shares trade near record high.
 
MSFT June put volatility flat at 21, October at 24 compared to its 26-week average of 24 as shares trade near ten-year average.
 
 
General Motors and Ford volatility at low end of range
 
GM June put volatility flat at 24, July is at 27, August is at 31, September at 32; compared to its 26-week average of 32 as shares trade near IPO lows.
F June put volatility flat at 26, July is at 27, September is at 31, December is at 32; compared to its 26-week average of 36 as shares trade near seven-month lows.
 
 
Four Horsemen of banks volatility: Bank of America-BAC 31, Citigroup-C 28, JP Morgan Chase-JPM 25, Wells Fargo-WFC 29