Tag Archives: BP

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CBOE Mid-Day Update 1.7.15

Volatility as an asset class The ‘Majors’ option implied volatilities has increased as WTI Crude Oil futures trends below $48 Exxon Mobil (XOM) overall option implied volatility of 25 compares to its 26-week average of 18. BP (BP) overall option implied volatility of 31 compares to its 26-week average of 18. ConocoPhillips (COP) overall option implied […]






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CBOE Mid-Day Update 9.4.14

Volatility as an asset class SolarCity (SCTY) is recently up $4 to $71.12 after announcing plans to open 20 new operations centers in seven states. September 12 weekly call option implied volatility is at 44, September is at 45, October is at 46, January is at 49; compared to its 26-week average of 60. BP […]






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Blogging Options: CBOE Morning Update 7.30.13

Volatility as an asset class BP (BP) is down $1.84 to $41.28 in the premarket on Q2 results missing expectations. Overall option implied volatility of 17 is near its 26-week average of 18. Pfizer (PFE) is up $0.06 to $29.60 on net revenue down 7.1% and outline of its restructuring plan. Overall option implied volatility […]