It is reported that ICE will pay $33 per share for NYSE, with 1/3 cash and 2/3 stock.
NYSE Euronext is halted at $24.05. Overall option implied volatility of 25 is near its 26-week average of 24.
IntercontinentalExchange (ICE) is down $5.31 to $123 in the premarket after reports the exchange may announce the purchase of NYSE Euronext (NYX). Overall option implied volatility of 23 is near its 26-week average of 24.
KB Homes (KBH) is off $0.46 to $16.20 in the premarket after reporting Q4 EPS 10c, compared to consensus 7c. Overall option implied volatility of 55 is near its 26-week average of 53.
Accenture (ACN) is indicated lower by roughly $3 in the premarket after reporting Q1 EPS $1.06, compared to consensus $1.04 on flat consulting revenue. Overall option implied volatility of 27 is above its 26-week average of 24.
CBOE Volatility Index (VIX) closed at 17.36, up sharply yesterday. This level is above its 10-day moving average of 16.28, and its 50-day moving average is 16.66.
Calls with increasing volume at CBOE;
SPY 12/22/2012 145 26K contracts
FXI 12/22/2012 38 18K
VXX 1/19/2013 32 15K
UUP 1/19/2013 22 13K
GE 12/22/2012 21 10K
SPDR S&P 500 ETF Trust (SPY) is off slightly in the premarket as budget discussions continue.
3Q GDP Final showed a surprising gain to 3.1%, up from the previously estimated 2.7%, and higher than the expected 2.8%.
Weekly Jobless Claims rose to 361k, up 17k.
Triple Witch Expiration tomorrow, last day to trade December AM Settlement options is today, settlement tomorrow morning.