Blogging Options: CBOE Morning Update

Volatility as an asset class
 
CBOE Volatility Index-VIX closed at 41.34, 10-day moving average is 35.58, 50-day moving average is 31.56.
 

iShares MSCI September (EWG) overall option implied volatility of 54 is above its 26-week average of 30.

iShares MSCI Spain Index ETF (EWP) overall option implied volatility of 54 is above its 26-week average of 30.

iShares MSCI United Kingdom Index ETF (EWU) overall option implied volatility of 54 is above its 26-week average of 30.
 
MSCI Italy Index (EWI) overall option implied volatility of 67 is above its 26-week average of 30.
 
iShares France (EWQ) overall option implied volatility of 60 is above its five-week average of 53.
 

CBOE significant call volume increases
 
PFE 12/17/2011 19.0000 12K contracts
AAPL 9/23/2011 410 6K
ABV 10/22/2011 34.99 6K
GLD 10/22/2011 180 5K
F 11/19/2011 11 5K
BAC 10/22/2011 7 5K
GM 10/22/2011 23 5K
MSFT 11/19/2011 28 5K 

Futures off lows, DJIA looks off 100, SPX lower by 11.