Blogging Options: CBOE Morning Update

Stock Mover’s
 
OpenTable (OPEN) is recently down $5.20 to $37.90 in pre-open trading on Q3 revenue of $34.4M vs. consensus $35.86M. Overall option implied volatility of 76 is above its 26-week average of 63.
 
Comcast (CMCSA) is recently up 37c to $23.45 in pre-open trading following the release of Q3 EPS ex-items of 38c vs. consensus 39c.Overall option implied volatility of 35 is above its 26-week average of 31.

MasterCard (MA) is recently up $24.30 to $358.52 in pre-open trading on Q3 revenue of $1.8B vs. consensus $1.71B. Overall option implied volatility of 51 is above its 26-week average of 37, suggesting larger price movement. 
 

CBOE significant put volume increases;
 
ARIA 1/21/2012 6.0000 15K contracts
CEDC 12/17/2011 6 9K
RDN 11/19/2011 2.5 8K
XLNX 3/17/2012 30 7K
BAC 11/19/2011 6 7K
CEDC 11/19/2011 5 6K
GMCR 3/17/2012 50 5K
BAC 1/19/2013 4 5K
XLNX 3/17/2012 32 5K
VALE 11/19/2011 24 4K

ADP says 110k new jobs added, slightly better than forcast