Volatility as an asset class:
Linkedin (LNKD) June put option implied volatility is at 92, July is at 81, August is at 77; suggesting traders positioning for larger near term price movement than outer month movement.
Research in Motion (RIMM) is expected to release Q1 results on June 16. June put option implied volatility is at 100, July is at 61, July is at 54; compared to its six-month average of 42.
Harbin Electric (HRBN) overall option implied volatility of 86 is above its 26-week average of 68, suggesting larger price movement.
Peabody Energy (BTU) June call option implied volatility is 45, July at 41, September is at 41; above its six-month average of 37; suggesting larger price movement
CBOE significant call volume increases:
BAC June 11 16K contracts
PFE June 20 7K
GLD July 150 6K
SPWRB June 25 6K
CBOE significant put volume increases:
AA October 14 33K contracts
AA October 15 32K
CSCO September 14 24K
CSCO September 15 13K
HES November 67.5 7K