Blogging Options: CBOE Mid-day Update

Hologic (HOLX), a breast health company, is recently up $1.47 to $17.69 on better than expected results and guidance. December put option implied volatility of 44 is near its 26-week average of 45.

Toyota (TM) is recently down $1.35 to $64.13 after posting a Q2 decrease in net profit and the company suspending FY12 forecasts due to production disruptions. December put option implied volatility is at 28, January is at 29; near its 26-week average.

Rockwell Automation (ROK) is recently up $4.33 to $74.14 on Q4 earnings rising 54% as margins improved on double digit-revenue growth. December put option implied volatility is at 47, January is at 41; above its 26-week average of 40.