Blogging Options: CBOE Morning Update

Stock Mover’s
 
Nike-NKE is recently up 4.7% in pre-open trading on better than expected Q4 results into guidance that will be released at an analyst meeting today. July put option implied volatility is at 38, August is at 31, October is at 29; above its 26-week average of 25.
 
Volatility as an asset class
 
Option implied volatility increasing around the world.
 
MSCI Spain Index ETF-EWP overall option implied volatility of 28 is above its 26-week average of 24.
iShares MSCI Australia Index Fund-EWA overall option implied volatility of 26 is above its 26-week average of 24.
iShares MSCI EAFE Index Fund-EFA overall option implied volatility of 24 is above its 26-week average of 21.
MSCI Emerging Markets Index-EEM overall option implied volatility of 27 is above its 26-week average of 24.

CBOE significant call volume increases
 
BAC July 11 8K
EP July 19 7K
EXPE October 27 7K
BAC August 11 6K
MSFT July 25 5K