Blogging Options: CBOE Morning UpdateTues 6/29

Stock Mover’s:
 
Monsanto (MON) is recently trading up 3% in pre-open trading on better than expected Q3 results and the company raising full-year guidance. July and October put option implied volatility of 33 is above its 26-week average of 29.
 

Volatility as an asset class
 
MasterCard (MA) and Visa (V) options have been active into this afternoon’s Federal Reserve’s meeting on proposed final rules around debit interchange fees, routing and exclusivity restrictions.

MasterCard July put option implied volatility is at 38, October is at 31; above its 26-week average of 29.
 
Visa overall option implied volatility of 38 is above its 26-week average of 29.
 

CBOE significant call volume increases
 
BAC January 2013 15 20K contracts
HANS September 80 10K
T January 2013 40 7K
EBAY August 30 7K
SYMC August 20 5K
C1 January 2012 5 5K
USB August 26 4K 

Futures up, Greek Parliament voting.