Tag Archives: EL

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CBOE Mid-Day Update 5.5.15

Volatility as an asset class Disney (DIS) is recently up $1.16 to $112.19 after reporting better than expected Q2 adjusted EPS $1.23, compared to consensus $1.11. May call option implied volatility is at 19, June is at 18, January is at 20; compared to its 52-week average of 23. Estee Lauder (EL) is recently up […]






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CBOE Mid-Day Update 2.5.15

Volatility as an asset class Green Mountain Coffee (GMCR) is recently down $5.30 to $115.90 after reporting a Q1 EPS beat but a sales miss and reduced FY15 sales guidance mostly due to currency drag. February call option implied volatility is at 40, March and April is at 34; compared to its 26-week average of […]