Volatility as an asset class:
U.S. vehicle manufacturer volatility’s low
Ford (F) overall option implied volatility of 30 is below its 26-week average of 35 suggesting decreasing price movement.
General Motors (GM) overall option implied volatility of 29 is below its 26-week average of 32 suggesting decreasing price movement.
Tesla Motors (TSLA) overall option implied volatility of 54 is near its 26-week average of 56 suggesting non-directional price movement.
Linkedin (LNKD) June call option implied volatility at 55, puts at 109, August at 37, August at 106.
CBOE Volatility Index-VIX closed at 15.97; 10-day moving average is 17.02, 50-day moving average 17.15
CBOE Significant call Volume increases:
CAG June 25 41K contracts
INTC January 28 33K
CSCO October 18 14K
MRVL June 15 11K
MHS July 65 10K