Blogging Options: CBOE Mid-day Update

Dillard’s (DDS) is recently up $5.50 to $57.70 on the release of its Q4 net rising 29%. March call option implied volatility is at 36, April is at 38; below its 26-week average of 46.

Safeway (SWY) is recently down $1.57 to $21.10 following its Q4 profit declining 6.1%. March and April call option implied volatility of 24 is below its 26-week average of 32.
 
Sears Holdings (SHLD) is recently up $11.31 to $63.25 following its earnings report and announcements regarding the sale and spin-off of some of its assets. March call option implied volatility is at 60, April is at 47; compared to its 26-week average of 47.