January 10, 2017 / 9:08 PM / 9 months ago

BUZZ-Options market appealing amid vol slump

** With the current lull in stock market volatility, investors looking to try their hands at stock picking may find options attractively priced

** S&P 500 30-day historical volatility at 8.1, lower than it has been about 88 pct of the time over the last 5 years, per Thomson Reuters data

** Several S&P 500 stocks look attractive as potential long-volatility candidates for investors with directional views, says Christopher Jacobson, derivative strategist at Susquehanna Financial Group

** For instance, with three weeks to go before Apple Inc’s Q1 results, AAPL options prices are as cheap as they have been over the last five years, Jacobson says in note

** AAPL 90-day implied volatility is at 18.96, close to the lowest in five years (Thomson Reuters data)

** Monsanto, Time Warner Inc, Cisco , Yum Brands Inc, Schlumberger, Adobe Systems Inc, among S&P 500 stocks that sport low volatility in both absolute and relative terms, per a Susquehanna analysis

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