Blogging Options: CBOE Mid-day Update

Volatility as an asset class
 
WellCare (WCG) is recently up $6.45 to $69.41 after the company releasing positive FY12 guidance. March put option implied volatility is at 38, June is at 44; below its 26-week average of 53.

Abercrombie & Fitch (ANF) is recently up $4.94 to $49.53 after releasing in line Q4 EPS of $1.12. March call option implied volatility is at 39, May is at 43; below its 26-week average of 48.
 
John Deere (DE) is recently down $3.16 to $85.88 on the company seeing Q2 equipment sales up 15%. March put option implied volatility is at 28, June is at 30; below its 26-week average of 33.
 
Apple (AAPL) Feb 530 calls and puts active on total option volume of 351K contracts at CBOE as shares traded up to fresh record high of $526.29