Blogging Options – CBOE Mid-Day Update 12.27.2013

Volatility as an asset class

Twitter (TWTR) is recently up $3.38 to $73.35 after shares traded at a record high of $74.73. December weekly call option implied volatility is at 139, January weekly is at 105, January is at 117, February is at 105, March is at 94, June is at 74; compared to its 5-week average of 53. December weekly 70, 75 and 80 calls are active on total CBOE volume of 710K contacts at CBOE.

Active options @ CBOE:  AAPL TWTR AMZN TLSA GOOG C DE ABX FITB NFLX

CBOE Volatility Index (VIX) is recently down 40c to 12.08. VIX January 16 and February 15 calls are active on 214K contracts at CBOE.

iPath S&P 500 VIX Short-Term Futures (VXX) are recently down 74c to 41.42.

S&P 100 Options (OEX) is recently up $3.48 to $820.28 as investor rotate capital from debt markets to equity markets.