Blogging Options: CBOE Mid-day Update

Stocks are down as Treasury’s rally on European crisis concerns.
 
OE Volatility Index-VIX up 2.37 to 23.04, 10-day moving average is 22.64, 50-day moving average is 18.62.
 
SPDR S&P 500 ETF (SPY) June 128 and 129 weekly puts are active on total option volume of 395K contracts at the CBOE. June 132 straddle expiring on June 1st is at $2.15, June 132 standard straddle is at $6.20, July 132 straddle is at $8.05.

Russell 2000 (IWM) June 74 and 75 weekly puts are active on total option volume of 49K contracts at the CBOE. June 76 straddle expiring on June 1st is at $1.55, June 76 standard straddle is at $5.70, July 76 straddle is at $6.50.

The Power Shares QQQ Trust (QQQ) is recently down 71c to $62.15. June 61 and 62 weekly puts are active on total option volume of 70K contracts at the CBOE. June 62 straddle expiring on June 1st is at $1.10, June 62 standard straddle is at $3.32, July 76 straddle is at $4.37.