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Blogging Options: CBOE Mid-day Update 10.29.13

Volatility as an asset class Cummins (CMI) is recently down $11.70 to $123.21 after the supplier of engines for heavy-duty trucks reported weak Q3 results and a guidance shortfall. December and January call option implied volatility of 22 is below its 26-week average of 26. Aetna (AET) is recently down $1 to $60.78 on weak […]