Blogging Options: CBOE Mid-day Update 6.4.13

Volatility as an asset class

ExactTarget (ET) is recently up $11.61 to $33.71 on agreeing to be acquired by (CRM), a business-software company, in a transaction valued at approximately for $33.75/share or $2.5B. July put option implied volatility is at 20, September is at 21; below its 26-week average of 47.

Viacom (VIAB) is recently up 70c to $67.63 after the content creator announce multi-year video licensing agreement  with (AMZN) to bring hundreds of TV shows and thousands of TV episodes from Viacom to Prime Instant Video. June call option implied volatility is at 25, July and September is at 24; compared to its 26-week average of 25.

Monster Beverage (MNST) is recently up $3.87 to $57.79 after the beverage company announced that its gross sales rose 9% in April and May year of year. June and July call option implied volatility is at 33, September is at 37; below its 26-week average of 43.

CBOE S&P 500 2% OTM BuyWrite Index (BXY) is recently down $3.25 to 1292.26, below its 10-day moving average of 1299.82 and above its 50-day moving average of 1289.20.


CBOE Volatility Index (VIX) is recently up 27c to 16.55. VIX June 14 and 15 puts are active on total option volume of 268K contacts at the CBOE.

S&P 100 Options (OEX) is recently down 1.34 to $738.38 on uncertainty of Federal Reserve stimulus measures.