Blogging Options: CBOE Morning Update

Stock Mover’s

Goldman Sachs (GS) is recently up $1.27 to $98.71 in the pre-market on Q4 revenue of $6.05B vs. consensus $6.54B. Overall option implied volatility of 40 is above its 26-week average of 37.

Northern Trust (NTRS) closed at $41.93 on Q4 revenue $955.6M vs. consensus $970.43M. Overall option implied volatility of 29 is below its 26-week average of 35.

State Street (STT) is recently up 10c to $42.85 in the premarket after reporting Q4 revenue of $2.315B vs. consensus $2.4B. Overall option implied volatility of 41 is below its 26-week average of 47.

BNY Mellon (BK) is recently down 84c to $20.43 in the pre-market after reporting Q4 revenue of $3.54B vs. consensus $3.75B. Overall option implied volatility of 37 is below its 26-week average of 43.

 

CBOE significant call volume increases;

INHX 2/18/2012 27.50 12K contracts

EXPE1 1/21/2012 27.5 12K

LNG 3/17/2012 15 10K

BPAX 3/17/2012 0.50 8K

NEM 1/19/2013 85 7K

AAPL 1/21/2012 425 7K

C 1/21/2012 30 7K

BAC 2/18/2012 7 6K

CSCO 2/18/2012 20 6K

RIMM 1/21/2012 17.5 6K

December PPI down 0.1%, Core +0.3%. Futures flat. VIX starts the day at 22.20.

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