Blogging Options: CBOE Mid-day Update

Volatility as an asset class
 
CBOE Volatility Index (VIX) October 29, 30, 32 and 35 puts are active on total put volume of 85K contracts, November 25, 26 and 27 puts are active on total volume of 135K contracts as VIX trades approaches its 65-day moving average of 32.64.

Research in Motion October 25 and 27 calls are active with October call option implied volatility is at 82, November is 85; above its 26-week average of 54 as shares trade near five-year lows.

Netflix (NFLX) is recently down $5.06 to $106.73 a day after canceling plans to split its DVD’s and streaming operations. October put option implied volatility is at 96, November is at 101; above its six-month average of 54 as shares trade near its 15-month lows.