Blogging Options: CBOE Morning Update

Volatility as an asset class
 
VIX methodology for IBM (VXIBM) closed at 26.31; above its 50-day moving average of 20.90
 
IBM (IBM) overall option implied volatility of 22 is above its 26-week average of 21.
 

VIX methodology for Goldman Sachs (VXGS) closed at 43.55; above its 50-day moving average of 38.17.
 
Goldman Sachs (GS) overall option implied volatility of 38 is above its 26-week average of 35.
 
 
VIX methodology for Apple (VXAPL) closed at 32.15; below its 50-day moving average of 36.33.

Apple (AAPL) overall option implied volatility of 33 is above its 26-week average of 32.
 

VIX methodology for Amazon (VXAZN) closed at 38.28; below its 50-day moving average of 40.06.

Amazon.com (AMZN) overall option implied volatility of 36 is near its 26-week average of 37.

 
VIX methodology for Google (VXGOG) closed at 33.22; above its 50-day moving average of 29.52.

Google (GOOG) overall option implied volatility of 30 is above its 26-week average of 28.
 

Active puts at CBOE
 
BAC 6/16/2012  
CLNE 6/16/2012  
FB 6/8/2012
AAPL 6/8/2012
BP 1/19/2013
ABX 6/16/2012  

VZ 1/19/2013

CBOE Volatility Index (VIX) closed at 22.16, compared to its 10-day moving average of 23.44.

U.S. equities are higher in the premarket on a follow through rally and China easing borrowing costs. Crude spiked higher on this news. Weekly Jobless Claims dropped slightly. Mr Bernanke speaks in Washington at 9:00am Chicago time, watch answers to questions over prepared remarks.