Herbalife (HLF) is sharply lower, off $8.18 to $59.58 after the company’s Q2 results missed analysts’ estimates. Option implied volatility of 58 is above its 26-week average of 52.
Wynn Resorts (WYNN) is down $1.54 to $209.43 (had been down over $6 earlier this morning) in the premarket after reporting Q2 adjusted EPS $2.11, consensus $1.95, however gambling revenue growth cooled in Macau. August weekly call option implied volatility is at 37, August is at 28, September is at 24, December is at 25; compared to its 26-week average of 29.
Options expected to be active @ CBOE: HLF PFE MRK UPS TWTR PLUG GLW WYNN UPS COST WMT LNKD DDD TSLA VIX
CBOE S&P 500 BuyWrite Index (BXM) at 1096.40, compared to its 10-day moving average of 1092.99 cboe.com/BXM
CBOE DJIA BuyWrite Index (BXD) at 270.69, compared to its 50-day moving average of 267.87 cboe.com/micro/bxd/
iPath S&P 500 VIX Short-Term Futures (VXX) is recently down 23c to 28.42.
CBOE Volatility Index (VIX) at 12.56, compared to its 10-day moving average of 12.32 and its 50-day moving average of 11.77. cboe.com/VIX
CBOE S&P 500 Short-Term Volatility Index (VXST) at 12.02, compared to its 50-day moving average of 10.97 stks.co/r0CS2
SPDR S&P 500 ETF Trust (SPY) is up $0.33 to $198.1`y3 into this week’s Federal Reserve meeting, July jobs reports and corporate results.
Calls with increasing volume at CBOE:
FB 8/16/2014 75 32K
IWM 8/16/2014 120 27K
EEM 12/20/2014 50 25K
AAPL 8/1/2014 99 10K
SPY 8/1/2014 198 10K
F 9/20/2014 17 8K
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