Blogging Options: CBOE Mid-day Update

Volatility as an asset class
 
Ross Stores (ROST) is recently up $1.63 to $60.01 after announcing reports March total sales up 15% to $955M. May call option implied volatility is at 18, August is at 22; below its 26-week average of 29.   

Kohl’s (KSS) is recently down $1.72 to $50.26 after reporting March SSS up 3.6%. April call option implied volatility is at 24, August is at 25; below its 26-week average of 31.

TJX (TX) is recently up $1.02 to $40.38 on March SSS up 10%. May call option implied volatility is at 24, July is at 22; below its 26-week average of 28.
 
Costco (COST) is recently down 72c to $88.32 on March SSS rising 6%. May put option implied volatility is at 17, July is at 19; compared to its 26-week average of 21.