Dow Chemical (DOW) is recently up 8.6% on better than expected Q3 results. November put option implied volatility is at 39, January is at 49; compared to its 26-week average of 39, suggseting larger outer month risk.
AFLAC (AFL) is recently up 7% on the company saying it expects to achieve 2011 EPS growth objective of 8%. November and December put option implied volatility of 39 is near its 26-week average of 39.
Citrix Systems (CTXS) is recently up 12% on better than expected Q3 results and outlook. November option implied volatility is at 48, December is at 45; near its 26-week average of 46.
IMAX (IMAX) is recently up 11% on Q3 revenue increasing to $67.5M, up 32% compared to last year. November option implied volatility is at 59, December is at 63; near its 26-week average of 62.
Volatility as an asset class
CBOE Volatility Index-VIX is recently down 4.74 to 25.12; below its 10-day moving average of 31.57 and its 50-day moving average is 35.61.