Tag Archives: CZR

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CBOE Mid-Day Update 8.12.14

Volatility as an asset class Tesla Motors (TSLA) is recently down $2.26 to $257 on Model S ‘has more than its share of problems,’ Consumer Reports says. August call option implied volatility is at 40, September is at 39, December is at 41; compared to its 26-week average of 52. Kate Spade (KATE) is recently […]






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CBOE Mid-Day Update 6.27.14

Volatility as an asset class Manitowoc (MTW) is recently up $2.57 to $32.27 after Relational Investors took an 8.52% stake in the company and urged for a spin-off of its food business. July call option implied volatility of 26, August is at 34, September is at 33; compared to its 26-week average of 34. Caesars […]






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Blogging Options: CBOE Mid-day Update 3.28.14

Volatility as an asset class Finish Line (FINL) is recently up $1.01 to $27.50 after the athletic gear retailer reported Q4 earnings rose 25%. April call option implied volatility is at 37, May and August is at 31; compared to its 26-week average of 35. Restoration Hardware (RH) is recently up $7.49 to $71.30 after […]






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Blogging Options: CBOE Mid-day Update

Volatility as an asset class J.C. Penney (JCP) is recently up $1.45 to $16.94 following a positive response to its new Joe Fresh shops. March weekly call option implied volatility is at 70, April is at 54, May is at 61, July and August is at 60; compared to its 26-week average of 60.