Blogging Options: CBOE Mid-day Update 4.25.14

Volatility as an asset class

Pandora (P) is recently down $4.12 to $24.08 after the internet radio company reported less than expected Q2 profit and revenue outlook. May weekly call option implied volatility is at 71, June is at 58, September is at 57 and December is at 56; compared to its 26-week average of 62.

Whirlpool (WHR) is recently down 64c to $154.02 on less than expected Q1 results. May call option implied volatility is at 25, June is at 24, September is at 25; compared to its 26-week average of 30.

Ford (F) is recently down 53c to $15.78 after earnings fell more than expected and on higher than expected recall expenses. May weekly call option implied volatility is at 20, June is at 17 and September is at 20; compared to its 26-week average of 25.

Actives at CBOE:  AAPL TSLA P BIDU CLF AMZN FB BAC TWTR NFLX

Stocks with increasing volume: YNDX EBAY DDD AVP CY HBI ABC CYTK ADI EWG IBN DISCA LFC DIG CERN

CBOE S&P 500 Short-Term Volatility Index (VXST) up 9.3% to 14.50; compared to its 10-day moving average of 13.98. VXST is a market-based gauge of expectations of 9-day volatility stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) down 0.3% to 260.81, compared to its 50-day moving average of 257.88. cboe.com/micro/bxd/

CBOE Volatility Index (VIX) up 6.4% to 14.57. VIX May 15, 19, 20 and 24 calls are active at CBOE on 181K contracts cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) up 49c to 42.04

CBOE DJIA Volatility Index (VXD) up 7.4% to 13.32; compared to its 50-day moving average of 13.76.

CBOE Nasdaq-100 Volatility Index (VXN) up 7.5% to 18.46; compared to its 50-day moving average of 17.23

S&P 100 Options (OEX) recently up 3.94 to $827.60 following earnings weakness from Amazon.com and Visa as Russian troops gather at the Ukrainian border.

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