Blogging Options: CBOE Morning Update Friday 7/1

Volatility as an asset class
 
Visa-V overall option implied volatility decreased of 27 is below its 26-week average of 29 following the Federal Reserve’s final rules around debit interchange fees, routing and exclusivity restrictions.

CBOE Interest Rate 5-year T Note-FVX closed at $17.50; above its 10-day moving average of 15.72.
CBOE Interest Rate 10-year T-Note-TNX closed at $31.48; above its 10-day moving average of 30.10.
CBOE 30-Year Treasury Bond-TYX closed at $43.63 above its 10-day moving average of 42.70.
 

CBOE significant call volume increases
 
BAC September 12 42K contracts
ALL October 34 28K
F August 15 12K
XOM July 82.54K
CAR November 17 5K

 

Employment report next Friday.