Blogging Options: CBOE Mid-day Update

Index Mover’s
 
MSCI Emerging Markets Index-EEM is recently up 1.5%. August 49 and 52 calls are active on total CBOE option volume of 121K contracts. July call option implied volatility is at 16, August is at 18; below its 26-week average of 25 according to Track Data, suggesting decreasing price movement. 

CBOE DJ Industrial Average Index-DJX August calls active on 1,055 contracts as index approaches three-year high.

Volatility as an asset class
 

Retired Four Horseman of Tech option implied volatility flat;

Microsoft-MSFT overall option implied volatility of 23 is near its six-month average of 24.
Cisco-CSCO overall option implied volatility of 28 is near its six-month average.
Dell-DELL 35 overall option implied volatility of 31 is near its six-month average of 32.
Intel-INTC overall option implied volatility of 24 is near its six-month average.