Tag Archives: GLD

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CBOE Mid-Day Update 11.11.14

Volatility as an asset class SPDR Gold Trust (GLD) is recently up $1.10 to $111.53 as gold slips lower. November weekly call option implied volatility is at 23, November is at 19, December is at 20; compared to its 26-week average of 15. Groupon (GRPN) is recently up 22c to $7.65 after reporting 53M total […]

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The Week in Gold and Oil Volatility – 9/29 – 10/3

Commodity oriented volatility rose last week with OVX putting up a huge week. What is interesting is the reason both GVZ and OVX headed higher. Basically drops in both commodity prices were the catalysts for higher volatility. Note the chart below where GLD finished out the week testing pretty significant support. The term structure curves […]