Blogging Options: CBOE Morning Update

Stock Mover’s for 2011
 
McDonald’s (MCD) overall implied volatility of 19 is near its 26-week average of 20. MCD is the best performing stock in the 30 components of the Dow Jones Industrial Average in 2011.
 
Bank of America (BAC) overall option implied volatility of 55 is near its 26-week average of 58. BAC is the worst performing stock in the 30 components of the Dow Jones Industrial Average.

Cabot Oil & Gas (COG) overall implied volatility of 47 is near its 26-week average. COG is the best performing stock in the S&P 500 in 2011.
 

CBOE significant call volume increases;
 
HL 1/19/2013 10 13K contracts
GDXJ 5/19/2012 28.6K
AAPL 12/30/2011 405 6K
DHI 2/18/2012 14 4K
AUY 1/21/2012 14 3K
CSCO 1/21/2012 20 3K
XOM 1/21/2012 82.5 3K
VRUS 2/18/2012 135 3K
MSFT 1/21/2012 25.0000 2K 
 
CBOE Volatility Index-VIX closed at 22.64, 10-day moving average is 22.89, 50-day moving average is 28.90.
 
U.S. equity’s are mixed in pre-open trading on China growth concerns as traders rebalance positions in the start of a new year.