Blogging Options: CBOE Mid-day Update

Volatility as an asset class

General Motors (GM) is recently down 36c to $25.43 after saying China sales jumped 14.3% in October. GM overall option implied volatility of 31 is below its 26-week average of 34.

Tesla (TSLA) is recently up $2.23 to $31.20 after reporting Q3 revenue $50.1M, consensus $48.2M. Overall option implied volatility of 44 is below its 26-week average of 51.

Time Warner Cable (TWC) is recently down $6.61 to $91, 55 after reporting Q3 EPS $1.41, consensus $1.43. Overall option implied volatility of 22 is near its 26-week average.

CBOE Volatility Index (VIX) is recently up 1.09 to 18.68. VIX November 16 puts and November 20 calls are active on total option volume of 309K contacts at the CBOE.

S&P 100 Options (OEX) is recently down 1.62 to $645.26 into the uncertainty of voting.

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