Tag Archives: FCAU

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CBOE Mid-Day Update 3.3.15

Volatility as an asset class Ford (F) is recently down 47c to $16.10 after the automakers reported February sales fell about 2% last month compared to the prior year. March call option implied volatility is at 18, April is at 19, May and September is at 20; compared to its 26-week average of 23. General […]






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CBOE Mid-Day Update 1.12.15

Volatility as an asset class Auto manufacturer’s option implied volatility is mixed as the North American International Auto Show begins in Detroit. General Motors Co. (GM) over all option implied volatility of 27 compares to its 26-week average of 26. Toyota Motor Corp. (TM) over all option implied volatility of 20 compares to its 26-week […]