Blogging Options: CBOE Mid-day Update

Volatility as an asset class

DuPont (DD) is recently up 82 to $47.88 DuPont expects FY13 earnings growth in all segments except Performance Chemicals . February call option implied volatility is at 11, July is at 13; below its 26-week average of 17.

Johnson & Johnson (JNJ) is recently down 46c to $72, 77 after seeing 2013 operational sales up 5.2%-6.2% on constant currency basis, February call option implied volatility is at 8, July is at 9; below its 26-week average of 12.

VIX methodology for Google (VXGOG) is recently down 4.9% to 29.67, compared to its 50-day MA of 26.64 into Q4 & outlook.

CBOE Volatility Index (VIX) is recently up 6.8% to 13.30. VIX February 17 and 20 puts are active on total option volume of 706K contacts at the CBOE.

S&P 100 Options (OEX) is recently up 70c to $672 at midday following mixed corporate results.