Category Archives: Blogging Options

No Comments

Blogging Options: CBOE Mid-day Update 7.28.14

Volatility as an asset class Trulia (TRLA) is recently up $6.75 to $63.12 on Zillow (Z) acquiring for $70.53 per share. August call option implied volatility is at 57, September is at 55, December is at 43; compared to its 26-week average of 56. Zillow August call option implied volatility is at 55, September is [...]

No Comments

CBOE Mid-Day Update 7.25.14

Volatility as an asset class Baidu (BIDU) is recently up $18.26 to $222.46 after reporting better than expected Q2 results and mobile revenue reached 30% of overall revenue. August and September call option implied volatility is at 28, December is at 31; compared to its 26-week average of 42. Xerox (XRX) is recently up 35c [...]

No Comments

CBOE Mid-Day Update 7.24.14

Volatility as an asset class Ford (F) is recently up 19c to $17.97 on Q2 profit increasing 6% to $1.3B.  July weekly call option implied volatility is at 24, August is at 18, September and October is at 17; compared to its 26-week average of 23. Under Armour (UA) is recently up $9.53 to $70.16 on Q2 net [...]

No Comments

Blogging Options: CBOE Morning Update 7.24.14

Ford up $0.30, GM drops $0.70 and CAT falls ~$3 as earnings keep rolling in this morning.  AMR Group declares first dividend in 34 years.  Weekly Claims fall again.  Overseas markets drift higher.  Volatility as an asset class: Qualcomm (QCOM) is down $3.83 to $77.76  in the premarket after the chip manufacturer reported a 42% [...]

No Comments

CBOE Mid-Day Update 7.23.14

Volatility as an asset class Boeing (BA) is recently down $3.21 to $126.53 after raising 2014 EPS outlook, however renewed concerns on the KC-46 tanker program and a $425M charge on Pegasus jets. July weekly call option implied volatility is at 23, August is at 18, October is at 15; compared to its 26-week average [...]

No Comments

Blogging Options: CBOE Morning Update 7.23.14

Boeing beat and tweaked guidance higher, Pepsi up $1.80 and also gives upbeat guidance. Overseas markets higher, metals off. 10-year stuck in a tight range near 2.46%.  Chicago Bears report to training camp today.  I’m not sure summer has arrived in Chicago yet.  Weather perfect for sweet corn this year.  Volatility as an asset class: [...]

No Comments

CBOE Mid-Day Update 6.22.14

Volatility as an asset class Coca-Cola (KO) is recently down $1.26 to $41.13 on the beverage company sees structural items hurting second half EPS by 2c. July weekly call option implied volatility is at 18, August is at 10, September and January is at 11; compared to its 26-week average of 15. Harley-Davidson (HOG) is [...]