Blogging Options: CBOE Mid-day Update

Volatility as an asset class

Monster Beverage (MNST) is recently up $2.47 to $56.33 after being initiated with an
Overweight and a $65 price target at Morgan Stanley. June call option implied volatility is at 37, September and December is at 35; compared to its 26-week average of 41.

WellPoint (WLP) is recently up $1.85 to $77.86 after three board members stepped down for what the health-benefits provider said were personal reasons. June call option implied volatility is at 18, September is at 19, December is at 20; compared to its 26-week average of 25.

Nokia (NOK) is recently down 21c to $3.63 after introducing the Lumia 925 with a metal body. June call option implied is at 48, July is at 54, October is at 51; below its 26-week average of 63.

CBOE Interest Rate 5 Year Note (FVX) is recently down 0.1% to 8.22, above its 10-day moving average of 7.48 and its 50-day moving average of 7.53.

CBOE S&P 500 2% OTM BuyWrite Index (BXY) is recently down 5c to 1301.35, above its 10-day moving average of 1298.47 and its 50-day moving average of 1278.41. www.cboe.com/BXY

Actives:  AAPL TSLA C NFLX BAC GOOG CVX GS JNJ SODA

CBOE Volatility Index (VIX) is recently up 52c to 13.07. VIX June 13 and 14 puts are active on total option volume of 143K contacts at the CBOE.

CBOE DJIA Volatility Index (VXD) is recently up 6.4% to 12.18. www.cboe.com/VXD

S&P 100 Options (OEX) is recently up 5.80 to $739.12 as import prices fell in April due to lower oil costs.

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