Blogging Options: CBOE Morning Update

Stock Mover’s
 
Green Mountain (GMCR) is recently up 18% in pre-open trading following the company raising its FY11 consolidated net sales growth of 98%-100%. Overall option implied volatility of 55 is above its 26-week average of 51.
 
Equinix (EQIX) is recently up 7.9% following the company reporting better than expected Q2 results and raising guidance. Overall option implied volatility of 37 is above its 26-week average of 33.
 
Exxon Mobil (XOM) is recently down 2.1% in pre-open trading on Q2 EPS of $2.18 vs. consensus $2.33. Overall option implied volatility of 22 is above its 26-week average of 19.
 

CBOE significant put volume increases
 
GE January10 10K contracts
BRCD August 6 10K
GLD August 154 8K
ETFC October 13 6K
ERTS August 23 5K
ARIA November 7 5K
NLY August 15 4K
SHY September 84 4K
BAC August 10 4K 

Initial claims under 400k, first time that low since first week ending April 2nd.