Blogging Options: CBOE Mid-day Update

Volatility as an asset class:
 
Aeropostale (ARO) is recently down $6.19 to $13.27 after lowering Q2 financial views on sales miss. September and October option implied volatility is above its 26-week average of 45.

Abercrombie & Fitch (ANF) is recently down $5.19 to $28.81 after issuing Q2 results below expectations. August option implied volatility is at 71, September is 57; above its 26-week average of 48.

Kellogg (K) is recently up $1.43 to $49.23 after reaffirming 2012 guidance. Overall option implied volatility of 15 is near its 26-week average.
 
S&P 100 Options (OEX) is recently at their lows of the day as the ECB failed to boost the markets confidence.
 
CBOE Volatility Index (VIX) down 25c to 18.71.
 
Active options at CBOE; AAPL, FB, KCG, GMCR, HPQ, FSLR C, BAC