Blogging Options: CBOE Mid-day Update

Volatility as an asset class
 
Sodastream (SODA) is recently down $6.23 to $41.32 on weak Q4 sales of soda makers. March and April put option implied volatility of 60 is below its 26-week average of 78.
 
Joy Global (JOY) is recently down $4.09 to $87.76 after the mining equipment manufacturer reported Q1 earnings rising 39%. March put option implied volatility is at 37, April is at 39; compared to its 26-week average of 46.
 
Apple (AAPL) is recently up $7.59 to $543.87 after trading at fresh record high of $547.61. AAPL has a market cap of $500B. March and April put option implied volatility of 33 is above its 26-week average of 30.
 
VIX methodology for Apple (VXAPL) up 11.5% to 34.53.