Blogging Options: CBOE Mid-day Update 11.11.13

Volatility as an asset class

Facebook (FB) is recently down 52c to $47. November call option implied volatility is at 42, December is at 40, January is at 39, March is at 44; compared to its 26-week average of 40.

Tesla Motors (TSLA) is recently up $4.81 to $142.70. November call option implied volatility is at 57, December is at 54, January is at 52, March is at 55; compared to its 26-week average of 49.

Apple (AAPL) is recently down $2.54 to $518. November call option implied volatility is at 21, December is at 22, January is at 21, February is at 25; compared to its 26-week average of 28.

Netflix (NFLX) is recently up $1.90 to $337. November call option implied volatility is at 37, December is at 38, January is at 39 and March is at 46; compared to its 26-week average of 49.

priceline.com (PCLN) is recently up $27.10 to $1100.30. November call option implied volatility is at 29, December is at 26, January is at 25, April is at 27; compared to its 26-week average of 28.

Active options at @ CBOE: C AA TSLA VOD AAPL BAC

Option with increasing volume @ CBOE: YRCW SUNE MRVL RIG MNKD WMB

CBOE S&P 500 BuyWrite Index (BXM) is recently up 32c to $993.26, above its 50-day moving average of 971.05. www.cboe.com/BXM

CBOE DJIA BuyWrite Index (BXD) is recently up 5c to 248.17, above its 50-day moving average of 244.18. http://www.cboe.com/micro/bxd/

CBOE Volatility Index (VIX) is recently down 23c to 12.67. VIX November 17 and 27 calls are active on 722K contracts at the CBOE.

iPath S&P 500 VIX Short-Term Futures (VXX) are recently down 2c to 48.60.

S&P 100 Options (OEX) is recently up 1c to $791.02 after a recent sharp three-week rally.

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