Blogging Options: CBOE Morning Update

Stock Mover’s:
 
Marvell Technology (MRVL) is up 9.3% in pre-open trading following Q2 results and guidance. June call option implied volatility is at 44, August is at 37; compared to its 26-week average of 38.
 
OmniVision Technology (OVTI) is down 4.5% in pre-open trading on production guidance concerns after reporting Q4 EPS of 66c. Overall option implied volatility of 57 is above its 26-week average of 54.
 

Volatility as an asset class:
 
Harbin Electric (HRBN) June put option implied volatility is at 127, July is at 136; above its 26-week average of 64.
 
One trading day into next four days.
 
Linkedin-LNKD equity options trading on CBOE today (expirations and strike-prices in one of yesterday’s blogs, scroll down for details).
 

CBOE Significant Call Volume increases:
 
Cameron (CAM) priced $750M of senior notes.
Tiffany (TIF) reported sales growth exceeding expectations.
Sunoco (SUN) on refinery status into summer demand.
USEC (USU) on wide share price movement.