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Bio: Chicago Board Options Exchange (CBOE) is the largest U.S. options exchange and the creator of listed options.

12:14 PM 11/20/09

JP Morgan- JPM (Msges, Tweets) Dec volatility of 37 near 15-month lows; Bank of America-BAC volatility of 42 near 17-month lows

11:13 AM 11/20/09

Hewlett-Packard- HPQ (Msges, Tweets) volatility of 26 near two-year lows on active Dec 55 call volume of into EPS

11:34 AM 11/19/09

NASDAQ 100- QQQQ (Msges, Tweets) puts active on 310K contracts on stable volatility of 23 as QQQQ sells off 1.79%

09:29 AM 11/19/09

Aetna- AET (Msges, Tweets) volatility low at 40 into 2000 page Senate health reform bill and analyst meeting

03:41 PM 11/18/09

Colgate-Palmolive- CL (Msges, Tweets) options active on 46K contracts and volatility increases to 28 from 20 as shares rally 4%

02:49 PM 11/18/09

CBOE active ETF-Index option families: SPY (Msges, Tweets) QQQQ (Msges, Tweets) IWM (Msges, Tweets) GLD (Msges, Tweets) XLF (Msges, Tweets)

10:23 AM 11/18/09

Hershey- HSY (Msges, Tweets) volatility flat at 24 into confirming it is reviewing potential offer for Cadbury- CBY (Msges, Tweets)

10:27 AM 11/17/09

Ford- F (Msges, Tweets) volatility of 42 near 19-month lows on active call volume of 54K contracts as shares rally above $9

09:32 AM 11/17/09

Time Warner- TWX (Msges, Tweets) volatility at 32 into spin-off of AOL; TWX shareholders will receive one share of AOL for every eleven shares of TWX

02:30 PM 11/16/09

SPDR Gold Trust- $GLD (Msges, Tweets) options active on 220K contracts with flat volatility of 34; gold above $1140

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