Blogging Options: CBOE End-of-Day Recap 4.9

US stocks up smartly on light volume.  FOMC notes said to “do as we mean, not what we say”, and this calmed markets.  ALLY priced at $25 after the close.  BBBY earnings in-line but revenues light, off $2.50 after the close.

Facebook (FB) closed up $4.21 to $62.41 on positive research reports from SunTrust and Susquehanna and more than 100M people in India now accessing its services each month, which is up from just 8M in the middle of 2010 users, FT says.  FB 4/25/14 weekly call option implied volatility is at 76, May is at 62, June is at 47; compared to its 26-week average of 43.

Procter & Gamble (PG) was up 0.14 to $81.49 after the consumer goods company agreed to sell its three major pet food brands – Iams, Eukanuba, and Natura – to Mars for $2.9B. May call option implied volatility is at 15, July is at 12; compared to its 26-week average of 16.

Amazon.com (AMZN) is recently up $4.73 at $331.80, near its six-month low.  April call option implied volatility is at 33, 4/25/14 weekly is at 54, June is at 35; compared to its 26-week average of 29.

VIX methodology for Amazon (VXAZN) up 1% to 43.47, above 50-day MA 31.67

Actives @ CBOE:  AAPL SPX VIX FB AA TSLA TWTR GM C MNKD

High option volume stocks: MET BBD CRM RIG

CBOE S&P 500 Short-Term Volatility Index (VXST) sold down late in the session, off 1.82 to 12.69, compared to its 10-day moving average of 13.75. VXST is a market-based gauge of expectations of 9-day volatility cboe.com/vxst

CBOE DJIA BuyWrite Index (BXD) up 2.33 to 259.90, compared to its 50-day moving average of 255.34. cboe.com/micro/bxd/

CBOE Volatility Index (VIX) down 1.07 to 13.82. VIX April 20 calls and April 14 puts were active at CBOE on 156K contracts cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) recently down 1.04 to 40.98.

CBOE DJIA Volatility Index (VXD) down 1.20 to 12.87; compared to its 50-day moving average of 14.51.

CBOE Nasdaq-100 Volatility Index (VXN) lower by 1.39 to 17.72; compared to its 50-day moving average of 17.02

S&P 100 Options (OEX) tacked on $8.85 to $828.58 ahead of the release of the minutes for the Federal Reserve’s last policy meeting.