AMD (AMD) is recently down 10.1% to $5.54 in pre-open trading after lowering Q3 revenue guidance. Overall option implied volatility of 67 is above its six-month average of 52.
Texas Industries (TXI) reported Q1 EPS (27c) on Q1 revenue of $181.7M. Overall option implied volatility of 64 is above its 26-week average of 39.
Nokia (NOK) is recently up 2.3% in per-open trading after announcing a restructuring/cost reduction program that involves the elimination of 3,500 jobs. Overall option implied volatility of 69 is above its 26-week average of 52.
Volatility as an asset class
CBOE volatility Index (VIX) closed at 41.08, 10-day moving average is 36.62, 50-day moving average is 31.88.
CBOE Volatility Index NASDAQ 100 (VXN) closed at 40.75, 10-day moving average is 35.52, 50-day moving average is 31.75.
CBOE significant call volume increases
CFX 12/17/2011 30 5K contracts
GG 1/19/2013 70 4K
BAC 10/22/2011 7 4K
TLT 11/19/2011 119 4K
GLD 10/22/2011 170 3K
HOLX 12/17/2011 20 3K
AAPL 9/30/2011 400 2K
GDP a notch better. With Kindle news, watch AAPl / GOOG.
Traders on way to CBOE this morning startled by bright light in the East. That’s the sun, first time in two weeks we’ve seen it.