Blogging Options: CBOE Mid-day Update

Option implied volatility for stocks with highest weightings in S&P 100 Index (OEX) www.cboe.com/OEX
 
Apple (AAPL) overall option implied volatility of 33 is near its 26-week average of 31.
 
Exxon Mobil (XOM) overall option implied volatility of 17 is below its 26-week average of 23.
 
IBM (IBM) overall option implied volatility of 18 is below its 26-week average of 24.
 
Google (GOOG) overall option implied volatility of 34 is near its 26-week average of 31.
 
Wells Fargo (WFC) overall option implied volatility of 26 is below its 26-week average of 34.
 
Wal-Mart (WMT) overall option implied volatility of 14 is below its 26-week average of 18.
 
Microsoft (MSFT) overall option implied volatility of 21 is below its 26-week average of 25.
 
Berkshire Hathaway (BRK.A) overall option implied volatility of 19 is below its 26-week average of 25.
 
General Electric (GE) overall option implied volatility of 23 is below its 26-week average of 29.
 
AT& T (T) overall option implied volatility of 15 is below its 26-week average of 20.
 

CBOE Volatility Index (VIX) up 9%, the highest level since March 8 as U.S. equities trade lower at mid-day, in a delayed reaction to Friday’s disappointing jobs report.

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