Blogging Options: CBOE Closing Bell 10.17.13

A busy day on the CBOE floor as almost 7 million contracts traded.  Over 1.3 million SPX and 800k VIX contracts led the index complex.  Over 600k SPY contracts traded in Chicago as well.  Total listed option volume exceeded 21.5 million contracts.  VIX futures volume was said to be almost 220k

Verizon (VZ) closed up $1.65 to $48.90 after reporting Q3 EPS of $0.77, $0.02 better than the analyst estimate of $0.75. Revenue for the quarter came in at $30.28 billion versus the consensus estimate of $30.17 billion. November and January call option implied volatility is at 15 April is at 16; compared to its 26-week average of 19.

Goldman Sachs (GS) ended the day down $3.93 to $158.32 after reporting Q3 EPS of $2.67, $0.02 better than the analyst estimate of $2.65. Revenue for the quarter came in at $1.1 billion versus the consensus estimate of $1.07 billion. November call option implied volatility is at 24, January is at 22 compared to its 26-week average of 25.

UnitedHealth (UNH) is closed down $3.82 to $71.37 after the managed care company reported Q3 earnings increased 0.8% on steady enrollment growth.  November option implied volatility is at 18, December and January is at 19; compared to its 26-week average of 23.

Danaher (DHR) closed at $72.31, up $3.16, after the diversified manufacturer reported Q3 earnings rose 8.8%
November, January and March call option implied volatility is at 15 compared to its 26-week average of 18.

Fifth Third Bancorp (FITB) rallied up $0.56 to $18.96 after the money center reported Q3 EPS 47c with items, consensus 41c. November call option implied volatility is at 17, January and May is at 19; compared to its 26-week average of 22.

Active options at CBOE; SPX VIX FB AAPL TSLA NFLX GS GOOG C

CBOE S&P 500 BuyWrite Index (BXM) ended the day up $3.84 to $981.14, near its 50-day moving average of 959.56. www.cboe.com/BXM

CBOE Volatility Index (VIX) ended down $1.23 to 13.48. VIX November 21 & 25 calls were active on total option volume of 500K contacts mid-day at the CBOE.

IPath S&P 500 VIX Short-Term Futures (VXX) are recently down 0.76 to 13.01

S&P 100 Options (OEX) closed at  $770.46, up $3.86 after U.S. initial jobless claims fell 15k to 358k and investors felt relief with the Washington DC squabbling ending, for now.

IBM ended the day down $11.90 to $174.83.  Earnings rose to $3.99 versus $3.62 a year ago and net income did as well, but revenue missed.  A downgrade mid-day did not help shares.

Google popped $50 points higher after the bell on solid earnings.

 

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