Tag Archives: A

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Blogging Options: CBOE Morning Update 11.15.13

Expiration today. Volatility as an asset class Nordstrom (JWN) is down 44c to $62.99 in the premarket after the retailer reported less than expected sales growth on the absence of a key sale event. November call option implied volatility is at 45, December is at 21, January is at 20; compared to its 26-week average […]






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Blogging Options: CBOE Mid-day Update 9.19.13

Volatility as an asset class Agilent Technologies (A) is recently up $2.19 to $51.52 after announcing plans to separate into two companies, one focused on life sciences, the other on diagnostic equipment. October and November call option implied volatility is at 24, January is at 23; compared to its 26-week average of 25. Rite Aid […]