Blogging Options: CBOE Mid-day Update

Volatility as an asset class
 
USG (USG) is recently up $2.02 to $19.13 after the company provided an improved outlook and profitability. April call option implied volatility is at 55, August is at 50; below its 26-week average of 70.

Linkedin (LNKD) is recently up $7.74 to $97.20 after Goldman Sachs upgraded the company to Buy from Neutral and raising its price target to $135 from $80. April call option implied volatility is at 44, June is at 47; below its 26-week average of 63.

Green Mountain Coffee Roasters (GMCR) is recently up $5.69 to $56.40 after Starbucks (SBUX) said it would expand the strategic partnership between the two to include the production and sale of Starbucks-branded Vue packs. GMCR April call option implied volatility is at 53, May is at 66; below its 26-week average of 75.

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