Category Archives: Market News

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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 [...]

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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 [...]

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LEAPS® for Stocks and ETF’s to be Added for 2017

We received two questions last week from investors regarding the listing of 2017 LEAPS® options for stocks and ETF’s.  The listing of LEAPS used to happen in the early summer for dates going out ~30 months.  The listing of LEAPS was pushed back a few months because our data showed they didn’t trade very much [...]

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CBOE Mid-Day Update 6.21.14

Volatility as an asset class Kandi Technologies (KNDI) is recently up $1.93 to $21.57 after a Chinese newspaper reported that electric cars made outside of China would not qualify for a key tax break in the country, though domestically-made ones would. August call option implied volatility is at 90, September is at 74, December is [...]