Blogging Options: CBOE Mid-day Update

Volatility as an asset class
 
VIX methodology for iShares Silver Trust (VXSLV) up 26.4% to 70.45; above its 50-day moving average of 48.44 as silver trades down 13.20%.

VIX methodology for Market Vectors Gold Miners Fund (VXGDX) up 10.5% to 53.04; above its 50-day moving average of 39.95 as gold trades down 5.11% to $1,652;

VIX methodology for iShares MSCI Brazil Index Fund (VXEWZ) up 1% to 57.20; above its 50-day moving average of 40.57 as MSCI Brazil Index (EWZ) trades up 1.1%.

Hewlett-Packard (HPQ) is recently down $1.15 to $21.65 following the appointment of Meg Whitman as CEO. October and November call option implied volatility is at 60, January is at 55; above its 26-week average of 29.

Mosaic (MOS) is recently down 2% following lower than expected guidance, a proposed secondary offering and addition into the S&P 500 after the market close today. October put option implied volatility is at 55, December is at 53; above its 26-week average of 38.
 
 
Stock Mover’s
 
Nike (NKE) is recently up $5.08 to $89.26 following better than expected Q1 results on continued strength in North American and Asian markets. October call option implied volatility is at 37, January is at 34; above its 26-week average of 28.