Category Archives: Market News

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CBOE Mid-Day Update 4.22.14

Fairly active options session with ~9.8mm options trading.  SPX with 585k and VIX showed ~375k trading.Volatility as an asset class McDonalds (MCD) is down $0.31 to $99.39 after reporting disappointing Q1 earnings, but a rise in global same-store sales. May call option implied volatility is at 11, June is at 10, September is at 11; [...]

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What (or Who) Are You Listening To?

With the increase in market volatility, we find ourselves reaching for and needing more certainty. Is our approach correct? Do we need to make adjustments? Is there better information out there?  This last question can lead us to listening to anyone with a viewpoint, and as the number of opinions and rhetoric rise, the more [...]

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CBOE Mid-Day Update 4.21.14

Volatility as an asset class Pinnacle Entertainment (PNK) is up $1.81 to $23.90 on the company says will continue to ‘review all strategies’.  May call option implied volatility is at 41, June is at 35, December is at 33; compared to its 26-week average of 33. Micron (MU) is higher by $1.10 to $25.01 on [...]

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Blogging Options: CBOE Morning Update 4.21.14

Lots of earnings reports this morning, most meet or exceed estimates slightly.  GM in another recall.  Japan with huge trade deficit.  Many European markets closed for Easter celebration.  Playoffs not going well in Chicago.  Volatility as an asset class  Halliburton (HAL) is up $0.46 to $61.51 in the premarket on a Q1 profit compared to [...]

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This Week in VIX – 4/18/2014

So earlier this weekend I posted a blog about VXST and the streak of twenty higher closes for the CBOE Short-Term Volatility Index that comes after a three day weekend.  I also noted that VXST has a better chance of being lower on the Friday before a three day weekend than on any other trading [...]