Blogging Options: CBOE Mid-day Update

Volatility as an asset class;

Walgreen (WAG) is recently down 22c to $36.38 after reporting Q4 adjusted EPS 63c, compared to consensus estimates of 56c. Overall option implied volatility of 22 is below its 26-week average of 25.

Accenture (ACN) is recently up $4.50 to $69.89 on the company seeing FY13 EPS $4.22-$4.30, compared to consensus $4.14. Overall option implied volatility of 25 is near its 26-week average of 24.
Adtran (ADTN) is down $1.69 to $17.48 after the telecom equipment provider lowed its Q3 outlook. October call option implied volatility is at 57, November is at 53, January is at 45; above its 26-week average of 46.

CBOE Volatility Index (VIX) is recently up 43c to 15.27. VIX November 21 and 35 calls are active on total option volume of 366K contacts at the CBOE.

S&P 100 Options (OEX) is recently down 3.14 to $664.16 as traders adjust positions into the end of the quarter three.

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