Blogging Options: CBOE Mid-day Update 10.23.13

Volatility as an asset class

Caterpillar (CAT) is recently down $5.53 to $83.65 after Q3 earnings fell 44%. November call option implied volatility is at 21, December is at 17, January is at 19; compared to its 26-week average of 22.

Boeing (BA) is recently up $4.13 to $126.63 on Q3 earnings rising 12%. November call option implied volatility is at 21, December is at 22, January is at 19 and May is at 20; compared to its 26-week average of 24.

Motorola Solutions (MSI) is recently up $1.76 to $62.20 after reports Q3 earnings rose 49%. November call option implied volatility is at 22, December and April is at 20; compared to its 26-week average of 23.

Brinker (EAT) is recently down $1.90 to $40.29 after the owner of Chili’s Grill & Bar reported flat Q1 revenue and weak same store sales. November call option implied volatility is at 22, January is at 21; compared to its 26-week average of 27.

Altera (ALTR) is recently down $4.62 to $32.67 after the chip maker reported weak sales. November call option implied volatility is at 33, December is at 27, January is at 22; compared to its 26-week average of 25.

Active options into results @ CBOE: AAPL TSLA NFLX GILD AA FB SIRI C LNG GOOG

CBOE S&P 500 BuyWrite Index (BXM) is recently down $2.68 to $983.16, above its 50-day moving average of 961.05. www.cboe.com/BXM

CBOE DJIA BuyWrite Index (BXD) is recently down 64c to 245.21, above its 50-day moving average of 242.66. http://www.cboe.com/micro/bxd/

CBOE Volatility Index (VIX) is recently up 65c to 13.98. VIX November 17 and 24 calls are active on total option volume of 194K contacts at the CBOE.

iPath S&P 500 VIX Short-Term Futures (VXX) are recently up 31c to 13.32.

S&P 100 Options (OEX) is recently up $4.82 to $775.52 after taking their lead from overseas markets, which traded lower on concerns of the possibility of a shift in monetary policy in China.

No Comments
CBOE

cboe.com

Chicago Board Options Exchange (CBOE), the largest U.S. options exchange and creator of listed options, continues to set the bar for options trading through product innovation, trading technology and investor education.

Tags

, ,