Blogging Options: CBOE Mid-day Update

Volatility as an asset class:
Comcast (CSMSA) is recently up $1.25 to $33.79 after its earnings beat. August and September call option implied volatility is at 20, October is at 19; near its 26-week average.

Knight Capital (KCG) is recently down nearly 20% after experiencing processing delays that impacted a number of stocks this morning. September call option implied volatility is at 84, October is at 86; above its 26-week average of 35.
Digital River (DRIV) is recently down 26%, after disappointing with its guidance. September put option implied volatility is at 53, September is at 48, December is at 55; compared to its 26-week average of 47.
S&P 100 Options (OEX) is recently up 0.3% into today’s FOMC decision and this week’s release of consumer confidence and jobless reports.

CBOE Volatility Index (VIX) is recently down 1.9% on active August 15, 16, 18 and 20 puts.