Blogging Options: CBOE Mid-day Update

Volatility as an asset class
 
Auto manufacturer’s volatility elevated as shares trend to low end of trading range

Ford (F) overall put option implied volatility of 80 is above its 26-week average of 41.

General Motors (GM) overall put option implied volatility of 50 is above its 26-week average of 35.

Toyota (TM) overall put option implied volatility of 31 is above its 26-week average of 23.
 

Stock Mover’s
 
Linkedin (LNKD) is recently trading down 4% to $75.68; near its two-month low. September put option implied volatility is at 88, November is 97; above its 12-week average of 67; suggesting larger price risk.