Category Archives: VIX

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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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Sentiment Tools: Taking the Temperature of the Market With the VIX, Part 1

Random movements in the stock market are very tough to explain but if we can understand the role of sentiment, these moves make sense.  Remember, stocks move along the spectrum of fear and greed, a chart being an excellent portrayal of these emotions.  We can point to several sentiment-related indicators to get a pulse of […]

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SPX Weekly Bear Call Spread Analysis

I’ve seen several trades using RUT options to initiate out of the money credit spreads as of late. However, I just came across a pretty interesting one using SPX options. There was a seller of SPX Mar 27th 2140 Calls at 0.35 who also purchased the SPX Mar 27th 2150 Calls at 0.15 for a […]

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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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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 […]

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CBOE Mid-Day Update 3.20.15

Volatility as an asset class KB Home (KBH) is recently up 99c to $15.06 on better than expected Q1 results and sees sequential margin improvement in remaining 2015 quarters. April call option implied volatility is at 96, April is at 43, July is at 37; compared to its 26-week average of 35. Starbucks (SBUX) is […]

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Blogging Options: CBOE Morning Update 3.20.15

Happy Triple Witch Friday.   Spring officially arrives right after the close today.  European debt talks have some optimistic, DAX up 1%.  Commodities flat, DRI up $2.50 on good Quarter.  For those following the NCAA tournament, Matt Moran from CBOE will post his “Volatility Bracketology” here at the CBOE Hub later this morning, it’s a good […]

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CBOE Mid-Day Update 3.18.15

Volatility as an asset class Herbalife (HLF) is recently up $3.90 to $38.34 after winning dismissal of class action “pyramid scheme” lawsuit. March call option implied volatility is at 106, April is at 68, May is at 70; compared to its 26-week average of 65. General Mills (GIS) is recently down 45c to $51.60 after […]

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Blogging Options: CBOE Morning Update 3.18.15

Traders patiently awaiting FED minutes and their wording early this afternoon.  FDX with good Quarterly numbers beating estimates by $0.13 but guided full year lower.   USD lower, 10-year 2.02%, overseas markets mixed on light data.  13K VIX Futures trade in early session this morning.  Volatility as an asset class: FedEx (FDX) is off $2.75 […]