Blogging Options: CBOE Mid-day Update 5.8.13

Volatility as an asset class

WebMD (WBMD) is recently up $4.73 to $30.24 after the online health-information provider raised its full-year guidance and gave better than expected Q2 outlook. June call option implied volatility is at 38, September is at 40 is below its 26-week average of 48.

Fusion-io (FIO) is recently down $4.55 to $13.45 after announcing the resignations of its Chief Executive Officer and Chief Marketing Officer. June call option implied volatility is at 59, September is at 55; compared to its 26-week average of 49.

Zillow (Z) is recently down $6.35 to $56.59 after the real-estate website operator expressed concerns of slowing revenue growth.  June call option implied volatility is at 54, June is at 44, November is at 43; compared to its 26-week average of 55.

AOL (AOL) is recently down  $3.53 to $37.89 after the internet portal reported less than expected earnings. May call option implied volatility is at 37, June is at 49,  July is at 53, October is at 68; compared to its 26-week average of 49.

CBOE S&P 500 2% OTM BuyWrite Index (BXY) is recently up 25c to 1300.70, above its 10-day moving average of 1293.82 and its 50-day moving average of 1273.20. www.cboe.com/BXY

Actives:  AAPL C CLF GOOG FIO DIS BAC WFM BIDU ABX

CBOE Volatility Index (VIX) is recently up 5c to 12.88. VIX May 14, 17 and 20 calls are active on total option volume of 204K contacts at the CBOE.

CBOE DJIA Volatility Index (VXD) is recently up 0.4% to 11.75. www.cboe.com/VXD

S&P 100 Options (OEX) is recently up 1.96 to $732.14 on corporate earnings and accommodating Federal Reserve policy.

One Comment
CBOE

cboe.com

Chicago Board Options Exchange (CBOE), the largest U.S. options exchange and creator of listed options, continues to set the bar for options trading through product innovation, trading technology and investor education.

  • ivtrades

    came here looking for some news on DDD. Wanted to see if there was any options data in today’s post. I posted a trade on http://www.ivtrades.com on DDD just before that news about the secondary offering came out. I remember looking at the greeks yesterday and thinking that IV seemed a little elevated and now, in retrospect, it seems like the move today may have been priced in.

    It is not clear cut if this is the case but it does beg the question. Another one that I am looking at is TSLA pre earnings. Not much going on today but the last few days have been fun in terms of the IV and now it seems to be imploding.

    I wil take a look at the AOL and Z. Thanks for the info you keep posting.