Tag Archives: FVX

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CBOE Mid-Day Update 3.17.15

Volatility as an asset class CBOE Interest Rate 5 Year Note (FVX) is recently down 1.1% to 15.51 into Wednesday’s FOMC policy meeting decision CBOE Interest Rate 10-year T-Note (TNX) is recently down 1.9% to $20.59 compared to its 10-day moving average of 21.27. CBOE 30-Year Treasury Bond (TYX) closed is recently down 2.3% to […]






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CBOE Mid-Day Update 12.22.14

Volatility as an asset class Gilead (GILD) option implied volatility has increased after Express Scripts (ESRX) will offer AbbVie’s (ABBV) just approved hepatitis C regimen Viekira Pak. Gilead is recently down $15.95 to $92.84.  December weekly put option implied volatility is at 55, January is at 41; compared to its 26-week average of 34. Express […]






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CBOE Mid-Day Update 12.17.14

Volatility as an asset class Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently up 66c to $46.22 into the FOMC policy statement.  December call option implied volatility is at 37, January is at 27, March is at 26; compared to its 26-week average of 24. IShares Barclay 20+ YR Treasury ETF (TLT) is […]






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Blogging Options: CBOE Mid-day Update 9.19.13

Volatility as an asset class Agilent Technologies (A) is recently up $2.19 to $51.52 after announcing plans to separate into two companies, one focused on life sciences, the other on diagnostic equipment. October and November call option implied volatility is at 24, January is at 23; compared to its 26-week average of 25. Rite Aid […]






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Blogging Options: CBOE Mid-day Update 9.16.13

Volatility as an asset class Sears Holdings (SHLD) is recently up $1.24 to $61.66 after announcing plans to obtain a senior secured term-loan facility of up to $1B. October call option implied volatility is at 58, December is at 51; compared to its 26-week average of 45. Delta Air Lines (DAL) is recently up 88c […]






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Blogging Options: CBOE Update 9.13.13

Volatility as an asset class Intel (INTC) is recently up 68c to $23.31 after being upgraded to a Buy rating from Hold at Jefferies. September call option implied volatility is at 17, October is at 21, November and December is at 20; compared to its 26-week average of 22. GSV Capital (GSVC) is recently up […]






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Blogging Options: CBOE Morning Update 6.24.13

Volatility as an asset class iShares FTSE Xinhua China 25 Index is down 99c to $31.75 in the premarket as Chinese shares suffer its biggest daily loss in about four years. Overall option implied volatility of 19 is near its 26-week average of 20 according to Track Data, suggesting non-directional price movement. Vanguard Health (VHS) is […]






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Weekend Review – 6/23/2013

Barron’s – Larry McMillan, author of the ‘bible’ for options traders Options as a Strategic Investment and President of McMillan Analysis (www.optionstrategist.com) took over The Striking Price column for Steven Sears this seek.  The topic was a favorite of mine – VIX as a stock market indicator.  Basically, when VIX spikes up and then spikes […]






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Blogging Options: CBOE Morning Update 6.21.13

Volatility as an asset class Oracle (ORCL) is down $2.51 to $30.70 in the premarket after the software company reported weak revenue growth. Overall option implied volatility of 37 is above its 26-week average of 24. Tibco (TIBX) is higher by $0.17 to $21.18 in the premarket after the cloud platform provider reported Q2 earnings […]






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Blogging Options: CBOE Morning Update 6.19.13

Volatility as an asset class Adobe (ADBE) is up $3.14 to $46.50 in the premarket after the company reported higher than expected Q2 EPS on better than expected online subscription service revenue. Overall option implied volatility of 35 is above its 26-week average of 25. FedEx (FDX) is off $0.08 to  $99.40 in the premarket […]






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Blogging Options: CBOE Mid-day Update

Volatility as an asset class Monster Beverage (MNST) is recently up $2.47 to $56.33 after being initiated with an Overweight and a $65 price target at Morgan Stanley. June call option implied volatility is at 37, September and December is at 35; compared to its 26-week average of 41. WellPoint (WLP) is recently up $1.85 […]