Blogging Options: CBOE Mid-Day Update 12.23.13

S&P 100 Options (OEX) up $4.64 to $814.34 on rise in Consumer Confidence into the end of the year.  Advancers lead decliners 3-1 on big board.

Special Volatility edition:

Consumer Discretionary Sector SPDR (XLY) overall option implied volatility of 13 is near its 26-week average of 14.

Consumer Staples Sector SPDR (XLP) overall option implied volatility of 11 is near its 26-week average of 12.

Energy Select Sector SPDR (XLE) overall option implied volatility of 13 is below its 26-week average of 16.

Financial Select Sector (XLF) overall option implied volatility of 17 near at its 26-week average of 18.

S&P Select Materials SPDR (XLB) overall option implied volatility of 14 is at its 26-week average.

Technology Select Sector SPDR (XLK) overall option implied volatility of 14 is at its 26-week average of 15.

Industrial Select Sector SPDR (XLI) overall option implied volatility of 13 is below its 26-week average of 15.

Health Care Select Sector SPDR (XLV) overall option implied volatility of 15 is near its 26-week average of 14.

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