Blogging Options: CBOE Mid-day Update 1.8.13

Volatility as an asset class

Monsanto (MON) is recently up $2.66 to $115.88 on Q1 earnings rising 8.6% and order bookings for 2014 tracking well.  January call option implied volatility is at 18, February is at 17, April is at 18, July is at 19; compared to its 26-week average of 22.

CEC Entertainment (CEC) is recently up $5.84 to $49.19 after the parent company of Chuck E. Cheese announced its working with Goldman Sachs in exploring a potential sale to private equity, according to Reuters. January call option implied volatility is at 23, February is at 30, March is at 28; compared to its 26-week average of 30.

Container Store (TCS) is recently down $5.84 to $39.54 after reporting an in-line Q3 but giving a fiscal-year revenue outlook that came in below estimates. January call option implied volatility is at 54, February is at 45, April is at 48, and July is at 49; compared to its seven-week average of 44.

CBOE Interest Rate 5 Year Note (FVX) is recently up 73c to $17.47 into the release of December FOMC minutes.

Active options at CBOE: AAPL TWTR C NRG TSLA MU GOOG BAC

Options with increasing volume at CBOE: LNG PBR TMO BLDP WWE

CBOE DJIA Volatility Index (VXD) up 34c to 12.51, near its 50-day moving average of 12.42. cboe.com/VXD

CBOE Volatility Index (VIX) is recently down 56c to 12.99. VIX January 15, 16, 20 Feb 16, & 23 calls are active at CBOE.

iPath S&P 500 VIX Short-Term Futures (VXX) are recently up 7c to 41.79.

S&P 100 Options (OEX) is recently down 40c to $818.10 into the release of Federal Reserve’s most recent policy meeting minutes