Blogging Options: CBOE Mid-day Update

Volatility as an asset class
Genworth (GNW) is recently down $1.64 to $6.06 after postponing its Australian mortgage IPO.
May call option implied volatility is at 74, June is at 66, September is at 57; compared to its 26-week average of 64.
Halliburton (HAL) is recently up $1.45 to $34.10 after reporting Q1 EPS 89c, consensus 85c. May option implied volatility is at 31, July is at 33, October is at 35; below its 26-week average.

Textron (TXT) is recently down 85c to $26.79 after backing FY21 revenue $12.5B, consensus $12.35B. May and June call option implied volatility of 34 is below its 26-week average of 44.

S&P 500 recently down 0.18% a day after stocks had their largest rally in a month.

CBOE Volatility Index-VIX up 45c to 18.91.