Blogging Options: CBOE Mid-day Update

Volatility as an asset class:

Monster Beverage (MNST) is recently down $5.27 to $55.93 after receiving a state attorney general subpoena regarding the company’s marketing, promotion, ingredients, and sale of its Monster Energy brand and energy drinks. September and December put option implied volatility of 47 is above its 26-week average of 40.
Yahoo (YHOO) is recently up 93c to $15.08 after warning the company may change its plans to return shareholders most of the proceeds expected from the sale of a stake in Alibaba Group Holdings. September call option implied volatility is at 22, October is at 25; below its 26-week average of 34.

Fusion-io (FIO) is recently up $5.89 to $26.90 on strong Q4 results and better than expected 2013 outlook. September call option implied volatility is at 54, December is at 53 below its 26-week average of 64.
S&P 100 Options (OEX) is mixed to lower on less than expected Chinese export growth expectations.
CBOE Volatility Index (VIX) is recently down 20c to 15.08, below its 10-day moving average of 16.67