Blogging Options: CBOE Mid-day Update 11.6.13

Volatility as an asset class

Activision Blizzard (ATVI) is recently up 6c to $16.59 after the digital game maker sold over $1B of Call of Duty: Ghosts into retail on first day. November call option implied volatility is at 37, December is at 34, February is at 31; compared to its 26-week average of 35.

Zillow (Z) is recently down $2.43 to $79.84 after the internet home marketer reported Q3 and guidance. November weekly call option implied volatility is at 75, May is at 55, December and January is at 51; compared to its 26-week average of 56.

Ralph Lauren (RL) is recently up $6.92 to $178.17 after the high clothing retailer raised its estimated revenue range for the year. November weekly call option implied volatility is at 76, November is at 54, December is at 54, February is at 57; compared to its 26-week average of 26.

Chesapeake (CHK) is down $2.07 to $26.06 after the natural gas company after revenue beat estimates, but fell on oil outlook. November, December and January call option implied volatility is at 26; compared to its 26-week average of 34.

Active options at @ CBOE: AAPL FB BP AMZN HTZ KERX DRY BBRY TSLA NFLX

CBOE S&P 500 BuyWrite Index (BXM) is recently up 78c to $991.92, above its 50-day moving average of 968.36. www.cboe.com/BXM

CBOE DJIA BuyWrite Index (BXD) is recently up 38c to 247.94, above its 50-day moving average of 243.71. http://www.cboe.com/micro/bxd/

CBOE Volatility Index (VIX) is recently down 22c to 13.05. VIX November 15, 20 and December 15 calls are active at the CBOE.

iPath S&P 500 VIX Short-Term Futures (VXX) are recently down 8c to 12.39.

S&P 100 Options (OEX) is recently up $3.08 to $788.82 on expectations for continued Fed stimulus.

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