Dominion (D) September put option implied volatility is at 34, October is at 37; above its 26-week average of 18 following its North Anna Nuclear Plant losing offsite power after a 5.9 magnitude earth quake.
BHP Billiton (BHP) is recently down 1.1% in pre-open trading following the release of FY results and an increase in its dividend. Overall option implied volatility of 44 is above its 26-week average.
Volatility as an asset class
Bank of America-BAC overall option implied volatility of 69 is above its 26-week average of 39 as shares trade near a 27-month low.
Apple-AAPL overall option implied volatility of 40 is above its 26-week average of 31.
Netflix-NFLX overall option implied volatility of 62 is above its 26-week average of 49.
CBOE significant call volume increases
BAC 1/21/2012 10 22K contracts
3 C 3/17/2012 40 21K
CBOE significant put volume increases
BAC 1/21/2012 10 20K contracts
X 1/21/2012 25 8K
XOM 10/22/2011 90 7K
July Durable Goods Orders +4.0% – a surprise, estimates were in the +2% range
June Durables was revised to a drop of 1.4% from a drop of 1.9%
US Futures halved pre-market losses on Durable report.