Blogging Options: CBOE Morning Update

Russell 2000 (IWM) overall option implied volatility of 41 is above its six-month average of 23.

SPDR S&P 500 ETF (SPY) overall option implied volatility of 26 is above its 26-week average of 19.

Financial Select Sector (XLF) overall all option implied volatility of 56 is above its 26-week average of 23.

IShares Barclay 20+ YR Treasury ETF (TLT) overall option implied volatility of 24 is above its 26-week average of 14.
 

CBOE significant put volume increases
 
C1 8/20/2011 3 16K contracts
ATVI 8/20/2011 11 16K
BAC 8/20/2011 10 11K
GLD 9/17/2011 167 11K
AIG 11/19/2011 27 10K
C 8/20/2011 36 8K

Futures fell last night, then big turn-around. S&P Futures up 20.