Blogging Options: CBOE Mid-day Update 11.5.13

Volatility as an asset class

LeapFrog (LF) is recently down 84c to $7.83 after the interactive toy maker issued a more cautious revenue outlook for 2013. November call option implied volatility is at 42, December is at 36, January is at 41; compared to its 26-week average of 43.

Marathon Oil (MRO) is recently up 46c to $35.94 on Q3 profit increasing 26% on slight increase in production. November call option implied volatility is at 21, December is at 20, January is at 19; compared to its 26-week average of 26.

Tenet Healthcare (THC) is recently down $5.40 to $42.89 after the hospital reported less than expected Q3 results and outlook. November call option implied volatility is at 37, December is at 36, January is at 38; compared to its 26-week average of 38.

Forest Oil (FST) is recently down 67c to $4.34 after reporting less than expected Q3 results. November call option implied volatility is at 53, December is at 59, January is at 63; compared to its 26-week average of 53.

Active options at @ CBOE: AAPL FB C BAC TSLA NFLX

CBOE S&P 500 BuyWrite Index (BXM) is recently up $26c to $991.68, above its 50-day moving average of 967.42. www.cboe.com/BXM

CBOE DJIA BuyWrite Index (BXD) is recently up 5c to 247.59, above its 50-day moving average of 246.85. http://www.cboe.com/micro/bxd/

CBOE Volatility Index (VIX) is recently down 3c to 12.90. VIX November 15, 20 and 25 calls are active at the CBOE.

iPath S&P 500 VIX Short-Term Futures (VXX) are recently down 4c to 12.46.

S&P 100 Options (OEX) is recently down 58c to $787 on profit taking after a two-day rally.

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