Blogging Options: CBOE Morning Update

Volatility as an asset class for the largest publicly traded company’s in the world

Exxon Mobil (XOM) is recently down 2.5% in pre-open trading as WTI crude trades down 2.2% to $84.55. Overall option implied volatility of 29 is above its 26-week average of 22.

Microsoft (MSFT) overall option implied volatility of 30 is above its 26-week average of 25.
Apple (AAPL) overall option implied of 35 is above its 26-week average of 31.

IBM (IBM) overall option implied volatility of 28 is above its 26-week average of 22.
 
 

CBOE significant call volume increases
 
BAC 9/17/2011 8 8K contracts
CLSN 10/22/2011 5 5K
AAPL 9/2/2011 375 5K
CSCO 9/17/2011 16 4K
PBR 9/17/2011 30 3K
LVS 9/2/2011 45 3K