Volatility as an asset class
Juniper (JNPR) October call option implied volatility is at 72, November is at 56; above its 26-week average of 45 into the expected release of Q3 results on October 18.
Cree (CREE) October call option implied volatility is at 128, November is at 88, December is at 77; above to its 26-week average of 60 into the expected release Q1 results on October 18.
Johnson & Johnson (JNJ) overall option implied volatility of 19 is near its 26-week average of 20 into the expected release of Q3 results on October 18.
CBOE significant call volume increases
AAPL 10/14/2011 420 14K contracts
YHOO 1/19/2013 15 10K
BAC 10/22/2011 7 9K
PFE 1/21/2012 22.5 8K
EK 10/22/2011 1.5 7K
YHOO 11/19/2011 22 7K
BIIB 11/19/2011 115 5K
Major Indexes off slightly at opening