Blogging Options: CBOE Mid-day Update

Stock Mover’s
 
Crocs (CROX) is recently down $10.36 to $16.36 following lower Q3 EPS and revenues guidance. November call option implied volatility is at 87; above its six-month average of 52.
 
UnitedHealth Group (UNH) is recently down $2.31 to $44.29 following less than expected Q3 earnings on higher costs. November and December call option implied volatility of 34 is above its 26-week average of 31, suggesting slightly larger price movement.
 
IBM (IBM) is recently down $9.87 to $176.67 following less than expected Q3 revenue results. November and January put option implied volatility of 28 is above its 26-week average of 24.