Volatility Index S&P 500 Options - VIX at 79.12; 10-day moving average is 63.99.
Volatility Index NASDAQ 100 - VXN at 78.81; 10-day moving average is 67.89.
NASDAQ 100 - QQQQ overall implied volatility at 52; 26-week average is 34.
Russell 2000 - IWM overall implied volatility at 62; 26-week average is 34.
Financial Select Sector - XLF overall volatility at 78; 26-week average is 44.
Comcast (NASDAQ: CMCSA) is scheduled to report Q3 EPS on October 29. CMCSA November option implied volatility of 111 is above its 26-week average of 39 according to Track Data, suggesting larger price movement.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com










