Blogging Options: CBOE Mid-day Update

Volatility as an asset class
 
Yahoo (YHOO) is recently up 5c to $15.44 after announcing three new independent directors to its board. April and May call option implied volatility of 26 is below its 26-week average of 43.
 
IBM (IBM) is recently traded at record high of $207.28. Overall option implied volatility of 19 is below its 26-week average of 24.
 
VIX methodology for IBM (VXIBM) is recently up 1.6% to 19.42, near its 50-day moving average of 19.52.
 
Amazon.com (AMZN) is recently up 2.9%, near a four-month high. Overall option implied volatility of 34 is below its 26-week average of 42.
 
VIX methodology for Amazon (VXAZN) is recently up 8.5% to 35.36, above its ten-day moving average of 30.32.