Blogging Options: CBOE Morning Update

Stock Mover’s
 
Amazon.com (AMZN) is recently down 12% in pre-open trading after Q3 earnings decreased 73% because of an expensive spending program. Overall option implied volatility of 49 is above its 26-week average of 40.

F5 Networks (FFIV) is recently 8.6% in pre-open trading on Q4 profits increasing 40%. Overall option implied volatility of 69 is above its 26-week average of 55.
 
Panera (PNRA) is recently up 10% in pre-open trading on Q3 earnings rising 27%. Overall option implied volatility of 45 is above its 26-week average of 37.

Broadcom (BRCM) is recently down 4% in pre-open trading on Q3 earnings falling 21%. Overall option implied volatility of 45 is above its 26-week average of 39.
 

CBOE significant call volume increases;
 
PFE 1/21/2012 21 25K contracts
MRK 1/21/2012 35.0000 14K
S 11/19/2011 3 7K
GLD 3/17/2012 200 5K
F 11/19/2011 13 4K
T 11/19/2011 29 4K
NFLX 10/28/2011 85 3K
PBR 11/19/2011 25 3K
XOM 11/19/2011 75 3K

Durable Goods Report surprises on upside.