Blogging Options: CBOE Mid-day Update 3.3.14

Volatility as an asset class

Nu Skin (NUS) is recently down $7.09 to $76.50 on Q1 outlook trailing investor expectations. March call option implied volatility is at 62, April is at 59, June is at 59, September is at 54; compared to its 26-week average of 47.

Magna (MGA) is recently up $3.56 to $92.68 after the auto-parts manufacturer reported Q4 EPS 35% ahead of analyst consensus. March, April and September call option implied volatility is at 17; compared to its 26-week average of 23.

Darden sees Q3 EPS 82, consensus 93c (DRI) is recently up $3.23 to $34.10 on the restaurant company sees Q3 EPS 82, compared to consensus estimates of 93c. March call option implied volatility is at 31, April is at 26, July is at 23, September is at 30; compared to its 26-week average of 24.


Options with increasing volume @ CBOE: RSX EXAS MDR BCEI DRC TGTX CORN DGI LO PETM

CBOE DJIA Volatility Index (VXD) down 2.34 to 15.56, compared to its 10-day moving average of 14.02

CBOE DJIA BuyWrite Index (BXD) down 1.63 to 255.65, compared to its 50-day moving average of 253.57.

CBOE Volatility Index (VIX) recently up 2.32 to 16.31. VIX March 15, 16, 17, 18, 19, 20, 22 and 26 calls are active at CBOE on 760K contracts

VIX +15.7% to 16.20, Mar 16. 18, 21 & 26 calls active on 760K @

iPath S&P 500 VIX Short-Term Futures (VXX) recently up 2.40 to 46.27.

S&P 100 Options (OEX) recently down $8.52 to $809.48 amid rising Ukraine/Russian tensions.

No Comments

Chicago Board Options Exchange (CBOE), the largest U.S. options exchange and creator of listed options, continues to set the bar for options trading through product innovation, trading technology and investor education.


, ,