Blogging Options: CBOE Mid-day Update 5.16.13

Volatility as an asset class

Kohl’s (KSS) is recently up $2.50 to $52.18 on better than expected Q1 results. June call option implied volatility is at 23, July is at 22, October is at 21; compared to its 26-week average of 28.

AMD (AMD) is recently down 62c to $3.77 after Goldman Sachs downgraded the chip maker to Sell from Neutral.  June call option implied volatility is at 64, July is at 62, October is at 57; compared to its 26-week average of 62.

Dillard’s (DDS) is recently up $3.49 to $92.58 after the department store operator Q1 profit rose 23%. June call option implied volatility is at 23, August is at 25; compared to its 26-week average of 33.

Jack in the Box (JACK) is recently down $1.86 to $36.54 after the restaurant operator cut same store sales projections for its Qdoba chain. June call option implied volatility is at 23, September and December is at 22; compared to its 26-week average of 28.

CBOE S&P 500 2% OTM BuyWrite Index (BXY) is recently down 30c to 1301.50, above its 10-day moving average of 1300.64 and its 50-day moving average of 1280.37. www.cboe.com/BXY

Actives:  AAPL TSLA C GOOG WMT NFLX HMY CSCO

CBOE Volatility Index (VIX) is recently up 3c to 12.84. VIX May 14 calls and May 13 puts are active on total option volume of 299K contacts at the CBOE.

CBOE DJIA Volatility Index (VXD) is recently down 0.8% to 11.67. www.cboe.com/VXD

S&P 100 Options (OEX) is recently up 86c to $744.38 as U.S. jobless claims rose last week.

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