Big Lots (BIG) is recently down $3.56 to $36.16 following as Q3 earnings fell 76%. December call option implied volatility is at 41, January is at 36; compared to its 26-week average of 37
H&R Block (HRB) is recently down $1.08 to $14.96 on a larger than expected Q2 loss on an increased in overhead costs. December call option implied volatility is at 40, January is at 38; compared to its 26-week average of 39.
Research in Motion (RIMM) is recently down $1.66 to $16.91 following the company seeing Q3 revenue slightly below $5.3B-$5.6B outlook. December call option implied volatility is at 88, January is at 77; above its 26-week average of 57.
Western Digital (WDC) is recently up $2.35 to $31.64 following the company raising Q3 revenue outlook. December and January call option implied volatility of 52 is above its 26-week average of 47.
CBOE Volatility Index (VIX) down 45c to 26.96 (near four-month lows); S&P 100 Options- $OEX up 0.5%.