DJIA worst performing stocks of ’13 have flat option implied volatility
IBM (IBM) implied volatility of 21 is near its 26-week average of 20.
Caterpillar (CAT) implied volatility of 20 is near its 26-week average of 21.
AT&T (T) implied volatility of 15 is near its 26-week average of 16.
McDonald’s (MCD) implied volatility of 13 is near its 26-week average of 14.
Cisco (CSCO) implied volatility of 22 is near its 26-week average of 23.
CBOE DJIA Volatility Index (VXD) up 0.56 to 13.46, above 50-day moving average of 12.78. cboe.com/VXD
Active options @ CBOE: BIDU AAPL TWTR BP BAC LAMR TSLA
CBOE Volatility Index (VIX) is up 0.56 to 14.28. VIX January 16, 20, Feb 16 & 38 calls are active at CBOE.
iPath S&P 500 VIX Short-Term Futures (VXX) are up 1.02 to 43.57.