Category Archives: Trader Talk

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The Weekly Options News Roundup – 3/27/2015

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 Product Innovation Earlier in the month, CBOE held its annual Risk Management Conference in Carlsbad, California, where more than 300 industry professionals gathered to discuss all […]

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CBOE Mid-Day Update 3.26.15

Volatility as an asset class Accenture (ACN) is recently up $6.21 to $94.42 after the consulting company raised its growth target.  April weekly call option implied volatility is at 23, April is at 15, May is at 16, August is at 17; compared to its 26-week average of 19. Five Below (FIVE) is recently up […]

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Blogging Options: CBOE Morning update 3.25.15

Chicago (Northfield) based Kraft joins Warren Buffett’s conglomerate, see below.  “Synergies” = possible layoffs, we’ll see.  February Durables drop 1.4%, +0.2% expected.  Most of the components looked awful.  January Durable Goods revised sharply lower. Relationship to positive Housing Starts yesterday and revised Q1 GDP will be discussed on trading desks today.  10-year 1.86%.  Volatility as […]

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Blogging Options: CBOE Morning Update 3.24.15

Stocks look flat on the opening, as CPI and Core Rate each rise 0.2%.  McCormick (MKC) beat estimates, looks to open higher by 4%. NFLX could help NASDAQ.  Overseas markets modestly higher.  10-year 1.904. Housing numbers released after the opening, expected higher. Volatility as an asset class: Chesapeake (CHK) is up $0.44 to $14.55 in […]

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Earnings This Week – 3/23 – 3/27

A more appropriate title for this blog would be “Earnings Later This Week” as there are only four stocks with short dated options reporting earnings this week and they all report either Thursday or Friday.    The list below depicts three years of earnings history with the biggest move higher, lower, average move, and what the stock […]

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The Fed Gives A Boost – Weekly Market Outlook

Thanks to a little help from the Federal Reserve on Wednesday, the market broke out of a three-week-old bearish rut, and in the process may have rekindled a bigger uptrend.  In fact, technically speaking, the uptrend is back underway. We’ll handicap the market below.  First, let’s run down last week’s and this week’s economic news. […]

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CBOE Mid-Day Update 3.23.15

Volatility as an asset class Pfizer (PFE) is recently up 95c to $35.22, fresh ten year high, after a Jefferies analyst wrote that the company’s shares are poised to rise significantly over the next one to two years.  Overall option implied volatility of 16 compares to its 26-week average of 17. NVIDIA (NVDA) is recently […]

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Blogging Options: CBOE Morning Update 3.23.15

Stocks bouncing around unchanged this morning, as 3″ of snow greet Chicago commuters.  Oil prices down again, but be aware that front month crude changes months today.  Biogen downgraded before opening. NCAA tourney gets high marks for exciting games this past weekend. Volatility as an asset class: Global X FTSE Greece 20 ETF (GREK) closed […]

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The Week in VIX – 3/16 – 3/20

Last week VIX experienced the second biggest week over week percentage drop for 2015. The largest move lower occurred the week before the three day Martin Luther King holiday weekend so that one may need to be given an asterisk.   However, VIX going back to the tweens last week should not be ignored as an […]

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The Weekly Options News Roundup – 3/20/2015

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. Gail Osten: A Life and Legacy It is with deepest regret that we share the passing of our friend and colleague, Gail Osten.  Gail was Director of […]