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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CBOE Mid-Day Update 5.21.15

Volatility as an asset class Best Buy (BBY) is recently up $1.78 to $35.46 after reporting Q1 adjusted EPS 37c, compared to consensus 29c. May weekly call option implied volatility is at 42, June is at 28, September is at 31; compared to its 90-day average of 32. NetApp (NTAP) is recently down $4.19 to […]

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Blogging Options: CBOE Morning Update 5.21.15

Lumber Liquidators with surprising CEO resignation has shares off 10% in early trade.  BLUE up 10% with possible new drug showing great results.  Existing Home Sales released after the opening.   Traders talking about hints that FED will raise rates sooner than later on “slack” in the economy not there any more.  Long weekend coming […]

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CBOE Mid-Day Update 5.20.15

Volatility as an asset class Southwest (LUV) is recently down $3.12 to $37.78 on concerns of worsening competitive backdrop and lean competitors vowing to compete aggressively. May weekly call option implied volatility is at 48, June is at 34, July is at 33 compared to its 90-day average of 33. Delta (DAL) is recently down […]

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Shift In TYVIX Term Structure

CBOE began publishing the term structure of TYVIX on April 24, 2015, providing the market with estimates of expected Treasury volatility through the first three expirations of CME OZN options (options on 10-Year Treasury note futures). The TYVIX term structure provides a unique view of the market’s expectations of future Treasury volatility.  CBOE ticker symbols […]

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Blogging Options: CBOE Morning Update 5.20.15

Markets quiet overnight.  More Greece comments, US stock futures drift higher.  Altice (French telecom) being talked about by traders after entering US market.  Volatility as an asset class Yahoo (YHOO) is up 3% to $42.22 in the premarket after selling off 7% yesterday.  Concerns were a possible change in U.S. tax regulations affecting Yahoo’s planned […]

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CBOE Mid-Day Update 5.19.15

Volatility as an asset class Dick’s Sporting (DKS) is recently down $2.24 to $54.06 on inline Q1 results and strong Q2 guidance. June call option implied volatility is at 23, September is at 24; compared to its 90-day average of 26. TJX (TJX) is recently up $2.65 to $69.91 after the retailer reported inline into […]

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Blogging Options: CBOE Morning Update 5.19.15

ECB talking of accelerating next round of QE has shorts in Europe scrambling.  April Housing Starts higher than estimates, rebounding after February and March disappointed.  SPY up fractionally.  Last day to trade May VIX, settles tomorrow morning.  Volatility as an asset class Home Depots (HD) is up $1.92 to $116.25 in the premarket on Q1 […]

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CBOE Mid-Day Update 5.18.15

Volatility as an asset class S&P 500 ticks new life high The S&P 500 (SPY) index has ticked a marginal new life high at 2127.45. May weekly and June call option implied volatility is at 11; compared to its 90-day average of 13. Technology Sector SPDR (XLK) May weekly and June call option implied volatility […]

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CBOE Mid-Day Update 5.13.15

Volatility as an asset class Kohl’s (KSS) is recently is down $8.78 to $65.70 on weak February Same Store Sales. June call option implied volatility is at 25, July is at 24; compared to its 90-day average of 24. Vipshop (VIPS) is recently down $1.30 to $25.73 after reports Q1 adjusted EPS 13c, consensus 10c […]

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Blogging Options: CBOE Morning Update 5.14.15

April PPI fell 0.4% (+0.1% expected), Core 0ff 0.2%.  Orders for machinery and oil prices major contributors to drop.  Weekly Jobless Claims come in less than anticipated.  Slow news day so far.  May option expiration tomorrow.  Traders talking about $VXTYN lately. Volatility as an asset class: Cisco (CSCO) is down $0.30 to $29.10 in the […]

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Blogging Options: CBOE Morning Update 5.13.15

April Retail Sales unchanged (+0.2% to +0.3% expected). X-Auto’s +0.1%, Control Group flat.  march revised higher by two ticks, but Sales on weak side.  Europe calm this morning, US futures to positive side.  10-year yield drops near 2.2%.  Du Pont (DD) appears to have won proxy fight, is off $2 before opening.  Volatility as an […]

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CBOE Mid-Day Update 5.11.15

Volatility as an asset class Apple (AAPL) is recently down $1.10 to $126.48. May weekly call option implied volatility is at 25, June is at 23; compared to its 26-week average of 26. VIX methodology for Apple (VXAPL) up 2.5% to 25.45. cboe.com/VXAPL Etsy (ETSY) is recently down $2.03 to $20.60 after the online marketplace […]