Blogging Options: CBOE Morning Update

S&P 100 Options (OEX) overall option implied volatility is at 20 into S&P 100 changes, after the market close today.

Starbucks (SBUX) will be added to S&P 100; Sprint (S) deleted. SBUX overall option implied volatility of 28 is below its 26-week average of 32.
 
Accenture (ACN) will be added to S&P 100; Avon Products (AVP) deleted. ACN overall option implied volatility of 22 is below its 26-week average of 31.
 
Simon Property (SPG) will be added to S&P 100; Alcoa (AA) deleted. SPG overall option implied volatility of 19 is below its 26-week average of 32.
 
eBay (EBAY) will be added to S&P 100; Weyerhaeuser (WYE) deleted. EBAY overall option implied volatility of 30 is below its 26-week average of 37.
 
Anadarko (APC) will be added to S&P 100; Xerox (XRX) deleted. APC overall option implied volatility of 31 is below its 26-week average of 42.
 
Eli Lilly (LLY) will be added to S&P 100; Entergy (ETR) deleted. LLY overall option implied volatility of 20 is below its 26-week average of 23.
 

Stocks with significant put volume increases;
 
AAPL 3/17/2012 580 13K contracts
BAC 3/17/2012 9 10K
C 3/17/2012 35 8K
UPL 6/16/2012 33 7K

U.S. equities are mixed to higher into reports on consumer confidence and American factory output. CPI +0.4% (gasoline accounted for bulk of increase), Core rate up 0.1%. SPXpm volume this week set records.

Happy Triple Witch.