CBOE Mid-Day Update 1.16.14

3D Systems (DDD, up ~$3) and Hershey (HSY, up ~$1) are said to be working on 3D chocolate bars.   Guys, think we could get away with 3D gift certificates for Valentine’s Day?  I didn’t think so either.

Best Buy (BBY) is down $10.39 to $28.18 after the company reported disappointing holiday same store sales. February call option implied volatility is at 51, March is at 55, June is at 48; above its 26-week average of 43.

Yahoo (YHOO) is down $0.90 to $40.17 after the No. two executive departed after a little more than a year in the job. January weekly call option implied volatility is at 27, February is at 35, April is at 37; compared to its 26-week average of 35.

BlackRock (BLK) is up $4.29 to $317.04 on Q4 results and growing assets under management to $4.3 trillion. February call option implied volatility is at 19, April is at 20, July is at 21; compared to its 26-week average of 17.

Active options at CBOE: C AAPL TSLA TWTR ZNGA BAC ZNGA GILD HPQ FTNT AMZN

CBOE DJIA Volatility Index (VXD) up 0.44 to 12.01, below its 10-day moving average of 12.24. cboe.com/VXD

CBOE Volatility Index (VIX) is up 0.27 to 12.06. VIX January 14 & 15 calls are active at CBOE on 285K contracts.

iPath S&P 500 VIX Short-Term Futures (VXX) are up 0.27 to 41.08.

S&P 100 Options (OEX) is down 1.85 to $820.67, failing to build on the momentum of the past two trading sessions.

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