Blogging Options: CBOE Mid-day Update

Volatility as an asset class for most active’s on CBOE
 
Apple (AAPL) June 560 calls and June 550 puts are active on total option volume of 87K contracts at CBOE. June and July at the money 555 put option implied volatility is at 38, August is at 41; compared to its 26-week average of 32.
 
Facebook (FB) June 28 weekly calls and June 28 puts are active on total option volume of 47K contracts at CBOE. June weekly put option implied volatility is at 80, June standards at 72, July is at 70, August is at 71.
 
JP Morgan (JPM) June 33 and 34 calls are active on total option volume of 34K contracts at CBOE. June and July put option implied volatility is at 49, August is at 47; compared to its 26-week average of 34.

Pfizer (PFE) January 17 and March 19 put spreaders active on total option volume of 25K contracts at CBOE. June put option implied volatility is at 27, August is at 25, January and March is at 28.
 
U.S. equities are trending lower on weak global macro-economic fundamentals as CBOE Volatility Index (VIX) is recently up 65c to 27.29.