Blogging Options: CBOE Mid-day Update 9.30.14

Volatility as an asset class

Walgreen (WAG) is recently down 51c to $59.09 on Q4 revenue rising 6.2%. October weekly call option implied volatility of 30, October is at 23, November is at 22, January is at 21; compared to its 26-week average of 24.

Cintas (CTAS) is recently up $4.98 to %70.95 on Q4 earnings rising 41%.  October call option implied volatility is at 19, November is at 18, January is at 15; compared to its 26-week average of 19.

Intuit (INTU) is recently up 90c to $88.70 a positive FY14 outlook and setting up for a good FY15. October call option implied volatility is at 31, November is at 24, January is at 20; compared to its 26-week average of 21.

Actives at CBOE:  AAPL TWTR TSLA NFLX PBR BAC

Stocks with increasing volume @ CBOE: AVP LEN EXPE F DOW EBAY CSC AN

CBOE Volatility Index (VIX) down 50c to 15.48. Oct 18, 21 and 22 calls active on 102K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) down 18c to 30.62.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently down 36c to 15.76; compared to its 10-day moving average of 13.81. stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) up 70c to 267.89 compared to its 50-day moving average of 268.50 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently up $1.88 to 884.16 on decreasing geopolitical concerns.