Blogging Options: CBOE Morning Update

Stock Mover’s
 
ConAgra ‘s (CAG) is recently down 4.8% in pre-open trading following Q1 adjusted EPS 29c on revenue $3.07B. October and December put option implied volatility of 28 is near its six-month average of 28.
 

Netflix (NFLX) is recently down 1% to $142.25 in pre-open trading two days after lowering its Q3 domestic subscriber forecast. Overall option implied volatility of 74 is above its 26-week average of 52.
 

Apple (AAPL) is recently up $3.87 to $415.60 in pre-open trading. October and November call option implied volatility of 31 is near its 26-week average of 32.
 
 
CBOE significant call volume increases
 
ALL 1/21/2012 32.0000 21K contracts
JPM 1/21/2012 37.5 7K
AAPL 9/23/2011 410 5K
AKS 10/22/2011 9 4K
BAC 1/19/2013 10 4K
ORCL 3/17/2012 25 3K 

Stocks up slightly. Italy downgraded, Greece OK today, US Housing data has something for Bulls & Bears.