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Blogging Options: CBOE Mid-Day Update

Volatility as an asset class Facebook (FB), Alliance Data Systems (ADS) and Mohawk Industries (MHK) join the S&P 500 after the market close on December 20, replacing Teradyne (TER), Abercrombie & Fitch (ANF) and JDSU (JDSU). Option implied volatility levels for these stocks: Facebook December call option implied volatility is at 34, January is at […]