Blogging Options: CBOE Mid-day Update 3.10.14

Volatility as an asset class

3D Systems (DDD) is recently down $2.93 to $64.35 and Stratasys (SSYS) is down $2.58 to $111.92 after, the 3D printer makers sector was profiled in Barron’s as hyped, don’t have much potential, and are overvalued.
3D Systems March call option implied volatility is at 66, April is at 58, May is at 55, August is at 52; compared to its 26-week average of 54.

Stratasys (SSYS) March call option implied volatility is at 46, April is at 44, June is at 45; compared to its 26-week average of 47.

AT&T (T) is recently down 20c to $32.34 after lowering prices on its U.S. wireless plans.  March, July and October call option implied volatility of 15 is near its 26-week average of 16.

Actives @ CBOE:  AAPL TSLA FB CLF NFLX BAC INTC FCX GM

Options with increasing volume @ CBOE: PBR HIMX RSH ECA MT X CDE

CBOE S&P 500 Short-Term Volatility Index (VXST) up 1.08 to 13.82, compared to its 10-day moving average of 13.31. VXST is a market-based gauge of expectations of 9-day volatility cboe.com/vxst

CBOE DJIA BuyWrite Index (BXD) down 21c to 258.30, compared to its 50-day moving average of 254.12. cboe.com/micro/bxd/

CBOE Volatility Index (VIX) recently up 52c to 14.63. VIX March 17 and 19 calls are active at CBOE on 468K contracts cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) recently up 63c to 44.53.

S&P 100 Options (OEX) recently down 1.46 to $825.22 are lower  following disappointing economic data from Asia and a slide in shares of Dow member Boeing (BA).

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