Blogging Options: CBOE Morning Update

Stock Mover’s
 
Disney (DIS) is recently up $1.15 to $35.79 in pre-open trading on Q4 earnings rising 30%. Overall option implied volatility of 38 is above its 26-week average of 32.

Nvidia (NVDA) is recently up 61c to $15.08 in pre-open trading on better than expected Q3 results. Overall option implied volatility of 62 is above its 26-week average of 56.
 
Nordstrom (JWN) is recently down $1.12 to $48.50 in pre-open trading on Q3 earnings rising 6.7%; however the retailer reduced its full-year earnings outlook. Overall option implied volatility of 45 is above its 26-week average of 40.
 
 
CBOE significant put volume increases;
 
MGM 12/17/2011 9 20K contracts
GLD 11/11/2011 170 5K
TRX 11/19/2011 2 5K
CSC 12/17/2011 20 5K
BAC 11/11/2011 6 4K
SNY 3/17/2012 33 3K
GMCR 11/19/2011 40 3K
CSCO 1/21/2012 17.5 3K
AAPL 11/11/2011 385 3K