CBOE

CBOE

Chicago Board Options Exchange (CBOE), the largest U.S. options exchange and creator of listed options, continues to set the bar for options trading through product innovation, trading technology and investor education.

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Russell 2000 (RVX) Volatility on the Rise

After posting new highs last week (1296.00 on 6/23), the Russell 2000 has slipped in four consecutive days closing Friday at 1279.79 (-1.25%).  With this morning’s markets reacting sharply lower on the news of Greece closing its banks temporarily, a closer look at the CBOE Russell 2000 Volatility Index is warranted.  Traded on the CBOE, […]






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The Weekly Options News Roundup – 6/26/2015

The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets. Stock Market Less Volatile; Bonds, Not So Much The overall market has seen little volatility over the past few months, but bonds have been on a turbulent […]






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The Weekly Options News Roundup – 6/19/2015

The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets. VIX Trading Going Global The interconnectedness of today’s global markets is underscored by the impact that macroeconomic incidents in one corner of the world have on another.  […]






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The Weekly Options News Roundup – 6/12/2015

The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets. Bracing for Volatility While volatility continues to rattle the bond and currency markets (see TYVIX Index), options traders believe it’s a matter of ‘when’ — not ‘if’ […]

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CBOE Mid-Day Update 6.11.15

Volatility as an asset class Citrix (CTXS) is recently up $3.86 to $68.94 on Elliott Associates reports 7.1% stake, saying shares worth $90-$100 with changes. June call option implied volatility is at 34, July is at 28, September is at 29; compared to its 52-week range of 17-37. Lululemon (LULU) is recently down $1.50 to […]






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CBOE Mid-Day Update 6.10.15

Volatility as an asset class Netflix (NFLX) is recently up $35.57 to $682.60 as shares trade at a record high on UBS raising its price target to $722 from $600 citing international launches, its superior content position, solid subscriber growth and reasonable valuation. June weekly call option implied volatility is at 32, June is at […]






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Blogging Options: CBOE Morning Update 6.10.15

Volatility as an asset class Netflix (NFLX) is recently up $7.55 to $654.70 in the premarket after UBS raised its price target to $722 from $600 citing international launches, its superior content position, solid subscriber growth and reasonable valuation. June weekly call option implied volatility is at 26, June is at 27, July is at […]






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CBOE Mid-Day Update 6.9.15

Volatility as an asset class IShares Barclay 20+ YR Treasury ETF (TLT) is recently down 58c to $116.90 into FOMC meeting on June 16-17. June weekly call option implied volatility is at 16, June is at 17, July and August is at 16; compared to its 52-week range of 9 to 18. Proshares UltraShort Barc […]

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CBOE Mid-Day Update 6.8.15

Volatility as an asset class The shares of companies that own casinos in Macau are falling this morning. Research firm Sterne Agee wrote that revenue from the region’s table games appears to have fallen sharply in the first week of June. Macau reported last week that its gross gaming revenue fell 37% year-over-year in May. […]






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The Weekly Options News Roundup – 6/05/2015

The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets. CBOE and LiveVol: Technological Leaders Unite Earlier this week, CBOE announced the acquisition of Livevol, a technological leader in market data services and the trading analytics space.   […]






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CBOE Mid-Day Update 6.5.15

Volatility as an asset class Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently up 93c to $49.69 on May nonfarm payrolls rise 280K and May Unemployment at 5.5%. 6/12/15 call option implied volatility is at 30, June is at 32, September is at 33; compared to its 52-week range of 18 to 35. […]






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CBOE Mid-Day Update 6.4.15

Volatility as an asset class Five Below (FEYE) is recently down after the discount retailer reported on better than expected Q1 results and raising 2015 outlook.  June call option implied volatility is at 33, July and August is at 32; compared to its 52-week range of 33 to 73. Ciena (CIEN) is recently up 46c […]






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Blogging Options: CBOE Morning Update 6.4.15

Overseas markets soft this morning, Asian shares had been much lower before cutting losses by 2/3.  Weekly Jobless in line to slightly better, Greek situation may be clearer by tomorrow’s close – we’ve heard that before. VIX Futures active in extended overnight session with overseas volatility increasing.  10-year yield ticked at 2.4% earlier.  Traders in […]