Gilead (GILD) is up $3.31 to $55.49 to a record high, a day after the AIDS drug manufacturer reported better than expected Q1 profits. May call option implied volatility is at 30, June and August is at 28; compared to its 26-week average of 29.
Chemed (CHE) is down $14.14 to $67.65 after the U.S. sued the company for submitting false Medicare billings for hospice services. May put option implied volatility is at 44, June and September is at 36; above its 26-week average of 23.
CBOE DJ Industrial Average Index (DJX) up 1.2% to 150.05, the first time ever trading above 150.
CBOE DJIA Volatility Index (VXD) down 66c to $11.60. below its 50-day moving average of 12.44. www.cboe.com/VXD
CBOE S&P 500 2% OTM BuyWrite Index (BXY) is recently up 4.40 to 1298.15, above its 10-day moving average of 1288.47 and its 50-day moving average of 1268.44. www.cboe.com/BXY
Actives: AAPL GILD LNKD GOOG C X AMZN NE PBR MBI
CBOE Volatility Index (VIX) is recently down 74c to 12.85. VIX May 15 & 19 calls are active on total option volume of 174K contacts at the CBOE.
S&P 100 Options (OEX) is recently up 7.18 to $726.40 after April Non-farm Payrolls rose 165K, compared to 140K estimates and March was revised up. www.cboe.com/OEX
Mid-day option volume +13.4m option contracts, with over 3.6m at CBOE. Most actives included SPX with 837k, SPY with 308k and VIX options contributing over 230k.