Category Archives: VIX

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CBOE Mid-Day Update 7.31.14

Volatility as an asset class Yum! Brands (YUM) is recently down $4.05 to $68.95 after the company disclosed a “significant negative impact to same store sales” in China due to the latest China food supplier issue. August call option implied volatility is at 22, September and January is at 19; compared to its 26-week average [...]

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CBOE Mid-Day Update 7.30.14

Volatility as an asset class US Steel (X) is recently up $5.36 to $33.03 on a less than expected Q2 loss. August call option implied volatility is at 36, September and January is at 30; compared to its 26-week average of 34. Hess (HES) is recently up $2.05 to $101.47 after reporting better than expected [...]

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CBOE Mid-Day Update 7.29.14

Volatility as an asset class Merck (MRK) is recently up $1.19 to $59.15 on Q2 sales and profits that beat expectations.  August call option implied volatility is at 15, September is at 14, January is at 15; compared to its 26-week average of 18. Pfizer (PFE) is recently down 10c to $30 after backing its [...]

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Blogging Options: CBOE Morning Update 7.29.14

Slow news-night.  Overseas markets up fractionally as 2-day FED meeting begins, and few newsworthy comments expected.  VIX futures calm overnight.  Beautiful weather in midwest again this week, trains empty coming into downtown Chicago.  little Volatility as an asset classUPS (UPS) is down $3.00 to $99.66 in the premarket after cutting FY14 adjusted EPS view to [...]