Blogging Options: CBOE Mid-day Update

Volatility as an asset class:

Vehicle manufacturer option implied volatility is flat; Tesla and Tata are the exception on new product introductions.
 
Ford (F) overall option implied volatility of 34 is near its 26-week average of 36.
 
General Motors (GM) overall option implied volatility of 36 is near its 26-week average.
 
Tesla Motors (TSLA) overall option implied volatility of 53 is above its 26-week average of 49 into Model S rollout.
 
Honda (HMC) overall option implied volatility of 27 is near its 26-week average.
 
Toyota (TM) overall option implied volatility of 20 is near its 26-week average of 22.
 
Tata Motors (TTM) overall option implied volatility of 43 is above its 26-week average of 40 on the Range Rover Evoque rollout.
 
Stocks are higher on reports showing that home prices rose in many U.S. cities but consumer confidence fell.
 
CBOE Volatility Index-VIX is recently down 58c to 19.80, 200-day moving average is 23.89, 100-day moving average is 18.93.

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