Blogging Options: CBOE Mid-day Update 3.28.14

Volatility as an asset class

Finish Line (FINL) is recently up $1.01 to $27.50 after the athletic gear retailer reported Q4 earnings rose 25%. April call option implied volatility is at 37, May and August is at 31; compared to its 26-week average of 35.

Restoration Hardware (RH) is recently up $7.49 to $71.30 after the high-end-home-goods retailer reported continued sales growth. April call option implied volatility is at 35, May is at 36, August is a 39; compared to its 26-week average of 48.

Caesar’s (CZR) is recently down $1.40 to $19.68 after the casino company outlined plans to offer 7M shares. April call option implied volatility is at 59, June is at 51, September is a 54; compared to its 26-week average of 58.

Actives @ CBOE:  AAPL TSLA MNKD NFLX C GOOG AA AMZN FB GILD

Options with increasing volume @ CBOE: IPG VXZ APRI MHFI NYCB IDRA S

CBOE S&P 500 Short-Term Volatility Index (VXST) down 1.21 to 13.96, compared to its 10-day moving average of 14.79. VXST is a market-based gauge of expectations of 9-day volatility cboe.com/vxst

CBOE DJIA BuyWrite Index (BXD) up 1.38 to 258.27, compared to its 50-day moving average of 258.29. cboe.com/micro/bxd/

CBOE Volatility Index (VIX) down 54c to 14.08. VIX April 19, 20. 22 & 25 calls are active at CBOE on 220K contracts cboe.com/VIX

CBOE VIX futures Apr @ 15.60, Jun @ 16.90, Sep @ 18.05, Dec @ 18.45

iPath S&P 500 VIX Short-Term Futures (VXX) recently down 48c to 43.59.

S&P 100 Options (OEX) recently up 5.76 to $825.20 on the U.S., personal income and consumer spending both rising 0.3% in February, matching expectations.

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