Blogging Options: CBOE Mid-day Update

Volatility as an asset class

Toy marketer’s near term option implied volatlity below outer month on stable share prices.

Mattel (MAT) January call option implied volatility is at 21, February is at 24; above its 26-week average of 27.
 
Hasbro (HAS) January call option implied volatility is at 24, February is at 29; compared to its 26-week average of 30.
 
Leapfrog (LF) January call option implied volatility is at 56, March is at 58; below its 26-week average of 61.

VIX methodology for iShares Trust FTSE China 25 Index Fund (VXFXI) down 4% to 30.28, below 50-day moving average of 41.68.

Stocks have risen on strong U.S. labor market data and stable European debt prices.

CBOE Volatility Index (VIX) is recently down 22c to 21.21 its lowest level since late July.