Blogging Options: CBOE Mid-day Update 10.16.13

Volatility as an asset class

KeyCorp (KEY) is recently up reports after Q3 profit rose 8.5%.  November, December and January call option implied volatility of 22 is below its 26-week average of 27.

PNC Financial (PNC) is recently up $1.00 to $73.51 after reporting after Q3 earnings rose 12%. November, January and February of 19 is below its 26-week average of 21.

Bank of America (BAC) is recently up 25c to $14.50 after reporting Q3 net income of $2.5B on revenue of $21.7B. November, December and January call option implied volatility of 21 is below its 26-week average of 27.

PepsiCo (PEP) is recently up $1.27 to $81.89 after reporting flat Q3 earnings growth.  November, January and April call option implied volatility of 15 is near its 26-week average of 16.

Stanley Black & Decker (SWK) is recently down $12.47 to 77.08 after lowering its guidance for the year. November is at 26, January and April is at 23; compared to its 26-week average of 24.

Active options at CBOE; FB AAPL TSLA NFLX BAC MCP GERN GOOG

CBOE S&P 500 BuyWrite Index (BXM) is recently up $11.62 to $976.42, near its 50-day moving average of 959.26. www.cboe.com/BXM

CBOE DJIA BuyWrite Index (BXD) is recently up $2.98 to $244.52, near its 50-day moving average of $242.86. http://www.cboe.com/micro/bxd/

CBOE Volatility Index (VIX) down $3.24 to 15.44. VIX November 17 & 19 calls are active on total option volume of 703K contacts at the CBOE.

IPath S&P 500 VIX Short-Term Futures (VXX) are recently down $1.27 to 14.29

S&P 100 Options (OEX) is recently up $ 8.82 to $765.36 amid optimism over a debt limit deal that lessens risk of a default anytime soon.

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