Blogging Options: CBOE Morning Update

Stock Mover’s
 
Kohl’s (KSS) is recently up $1.71 to $56 in pre-open trading following Q3 net income up 20% over the prior year. November put option implied volatility is at 45, December is at 39; above its 26-week average of 34.
 
Green Mountain Coffee (GMCR) is recently down $20.12 to $46.90 in pre-open trading on a sales miss and increased inventories. Overall option implied volatility of 94 is above its 26-week average of 63.
 
Cisco (CSCO) is recently up $1.09 to $18.70 in pre-open trading on Q1 revenues rising nearly 5% to $11.3B and solid guidance. Overall option implied volatility of 43 is above its 26-week average of 33.
 

Volatility as an asset class

CBOE Volatility Index-VIX closed at 36.15, above its 50-day moving average is 34.19.

S&P 500® Index options with the ticker "SPXpm" www.cboe.com/SPXpm closed @ 1229.10, above its 50-day moving average of 1197.93.
 

CBOE significant put volume increases;
 
TSLA 3/17/2012 25 7K contracts
SNDK 11/19/2011 45 6K
JNS 12/17/2011 6 6K
PFE 3/17/2012 20 5K
BAC 11/19/2011 6 4K
AAPL 11/11/2011 395 4K
GM 11/19/2011 23 4K
AUY 12/17/2011 13 4K

Markets move higher at opening. VIX drops after huge gains yesterday.