Blogging Options: CBOE Morning Update

This was prepared 4 hours ago, sorry for the dalay

Stock Mover’s
 
McDonald’s (MCD) is recently up $2.38 to $91.45 in pre-open trading on a 5% increase in global same-store sales and revenue up 8% in Q3. Overall option implied volatility of 22 is near its 26-week average.
 
General Electric (GE) is recently down 21c to $16.41 in pre-open trading on inline Q3 and guiding to double-digit 2012 EPS. Overall option implied volatility of 36 is above its 26-week average of 31.
 
Honeywell (HON) is recently up $1.66 to $50.12 in pre-open trading on Q3 net up 44% on revenue growth and raised year view. Overall option implied volatility of 41 is above its 26-week average of 32.
 

Volatility as an asset class
 
NASDAQ 100 (QQQ) overall implied volatility at 29; 26-week average is 25
 

CBOE significant put volume increases
 
AAPL 10/22/2011 395 7K contracts
BAC 10/22/2011 6 7K
MSFT 10/22/2011 26 7K
BAC 1/18/2014 3 5K
KFT 12/17/2011 32 5K
CSCO 10/22/2011 17 4K