Blogging Options: CBOE Mid-day Update 2.5.14

Volatility as an asset class

3D Systems (DDD) is recently down $12.64 to $63.16 after pre-announcing lower than expected fiscal 2013 profit and gave a disappointing earnings outlook for next year. February weekly call option implied volatility is at 108, March is at 61, August is at 54; compared to its 26-week average of 51.

CVS Caremark (CVS) is recently down 79c to $65.36 after announcing its decision to cease selling tobacco at all locations starting October 1. February call option implied volatility is at 25, March is at 11, August is at 19; compared to its 26-week average of 21.

Polo Ralph Lauren (RL) is recently down $3.12 to $151.06 on the  luxury clothing retailer seeing FY15 revenue increasing at high single-digit rate. February call option implied volatility is at 26, March is at 24, April is at 22, July is at 23; compared to its 26-week average of 27.


Options with increasing volume @ CBOE:  NUS BBG CAB MDSO MGA LRCX ARAY HCP

CBOE DJIA Volatility Index (VXD) recently up 20c to 18.75, compared to its 10-day moving average of 17.25.

CBOE DJIA BuyWrite Index (BXD) recently up 6c to 243.85 compared to its 50-day moving average of 252.37.

CBOE Volatility Index (VIX) recently up 41c to 19.52. VIX February 18, 19, 20, 22, 24 and 26 calls are active at CBOE on 659K contracts.

iPath S&P 500 VIX Short-Term Futures (VXX) recently up 1.60 to 53.44.

S&P 100 Options (OEX) recently down 94c to $776.48 ahead of January’s jobs report on Friday.

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