Blogging Options: CBOE Morning Update

Stock Mover’s
 
Netflix and Amazon July volatility low into expiration as shares close at record high
 
Netflix-NFLX July call option implied volatility is at 38, August is at 45; below its 26-week average of 48.
Amazon.com July call option implied volatility is at 29, August is at 36; compared to its 26-week average of 34.
 

Volatility as an asset class

Pandora-P overall option implied volatility of 64 is above its six-day average of 58.
Linkedin-LNKD overall option implied volatility of 50 is below its 26-week average of 62.
Renren-RENN overall option implied volatility of 95 is above its 26-week average of 90.
Yandex-YNDX overall option implied volatility of 40 is near its 26-week average.
 
 
CBOE significant call volume increases
 
INTC August 23 27K contracts
MRO August 55 10K
RIMM October 32 9K
SU August 41 5K
NGD July 9 4K
AAPL July 350 4K
AA July 17 4K 
 

stocks and oil slightly lower, dollar up a bit.