Blogging Options: CBOE Mid-day Update 12.18.13

Fed Watch kicking in…
Ford off over $1 (~7%) and FDX off fractionally after guidance for 2014

lowered.  AAPL lower by $14.

Micron (MU) is down $1.72 to $21.21 following a report that one of the company’s competitors plans to build a new factory in South Korea. December and January call option implied volatility is at 58, February and April is at 50; compared to its 26-week average of 49.

Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is up 0.79 to $78.49 into the Fed deciding whether the U.S. economy is finally resilient enough to withstand less policy support. December call option implied volatility is at 40, January is at 22, March is at 23; compared to its 26-week average of 29.

CBOE 30-Year Treasury Bonds (TYX) is up 0.9% to 39.05, 10-day MA is 38.86.

CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) is up 17c to 5.35. cboe.com/VXTYN

CBOE Interest Rate Swap Volatility Index (SRVX) is up 0.5% to 96.93. cboe.com/SRVX

Active options @ CBOE:  AAPL TWTR TSLA FB GOOG AMZN LNKD C MU TBT

CBOE DJIA BuyWrite Index (BXD) is down 26c to 250.67 above its 50-day moving average of 247.76: www.cboe.com/micro/bxd/

CBOE Volatility Index (VIX) is up over 2%, 0.38 to 16.59. VIX January 15, 16, 17, 18, 19, 20, 21, 22, 23 & 25 calls are active on 409K contracts at CBOE.

iPath S&P 500 VIX Short-Term Futures (VXX) are down 18c to 47.07.

S&P 100 Options (OEX) is off $1.22 $791.70 into the Fed’s open market committee meeting decision shortly.

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