Blogging Options: CBOE Morning Update

ETF Mover’s

Treasury and debt prices rally on flat volatility on debt ceiling debate and economic uncerntanty
 
ProShares UltraShrt Lehman 7-10 Yr ETF-PST overall option implied volatility of 15 is near its 26-week average.
 
IShares Barclay 20+ YR Treasury ETF-TLT overall option implied volatility of 13 is near its 26-week average.
 
CBOE 5 Yield Short Term Index-FVX down 4.6% to 14.97.
 

Volatility as an asset class

Stocks near record high with flat volatility 
 
Halliburton-HAL overall option implied volatility of 34 is below its 26-week average of 36.
 
3M Company-MMM overall option implied volatility of 19 is below its 26-week average of 21.
 
Coach-COH overall option implied volatility of 31 is near its 26-week average.
 
 
CBOE significant call volume increases
 
BAX August 55 42K contracts
PG July 65 22K
AAPL July 360 12K
AEO January 2013 19.5 8K
MGM July 15 6K

Futures off on Europe (Italy) concerns, budget impass not helping.