Tag Archives: APC

No Comments

CBOE Mid-Day Update 10.29.14

Volatility as an asset class Electronic Arts (EA) is recently up $1.50 to $38.93 after the company’s Q2 earnings per share and revenue topped analysts’ estimates. November and December call option implied volatility is at 33 and January is at 31; compared to its 26-week average of29. Gilead (GILD) is recently down $3.42 to $110.83 […]






No Comments

CBOE Mid-Day Update 5.6.14

Volatility as an asset class Twitter (TWTR) is down $4.86 to $33.89 as the IPO lock-up (mentioned in this morning’s blog) expired today and over 450M shares can be sold for the first time. May weekly call option implied volatility is at 89, May is at 71, June is at 56, July is at 52, […]






No Comments

Selling is a Liberating Experience

So, this (past) week and some of the prior weeks saw a bout of selling occur that has pretty much clobbered many high beta names that were huge winners in 2013.  Rotation is now on.  But the indices continue to flirt with new all time highs and some have tagged them – the Dow Industrials […]