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Blogging Options: CBOE Mid-day Update 11.13.13

Volatility as an asset class: Macy’s (M) is up $4.39 to $50.73 after reporting Q3 earnings rose 22%. November call option implied volatility is at 29, December is at 24, January and February is at 22; compared to its 26-week average of 27. Sotheby’s (BID) is higher by $0.64 to $52.72 on a positive read […]