Tag Archives: CMRX

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CBOE Mid-Day Update 10.8.14

Volatility as an asset class Sears Holdings (SHLD) is recently down $4.40 to $25.90 after Bloomberg says vendor to halt shipments. October weekly call option implied volatility is at 170, October is at 107, November is at 94,  December is at 84, March is at 76; compared to its 26-week average of 54. J.C. Penney […]






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CBOE Mid-Day Update 10.6.14

Volatility as an asset class Intuitive Surgical (ISRG) is recently up $16.45 to $491.66 after Goldman Sachs upgraded the medical device company to Buy. October weekly call option implied volatility is at 39, October is at 33, November is at 36, January is at 31; compared to its 26-week average of 33. Chimerix (CMRX), up […]