Tag Archives: HTZ

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Blogging Options: CBOE Morning Update 9.8.14

Polling in Scotland showed the independence supporters leading for the first time, a week before the election.  Profit taking, unrest in Ukraine, confusing export numbers out of China and UK uncertainty have sent bulls to the corral.  CBOE Risk Management Conference Europe getting nice comments, a recap will be published in this space soon.  Volatility […]






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Blogging Options: CBOE Mid-day Update 6.13.14

Volatility as an asset class Priceline (PCLN) is recently down $21.20 to $1204.80 after acquiring OpenTable (OPEN) for $2.6B. June call option implied volatility is at 25, July and August is at 25; compared to its 26-week average of 29. Intel (INTC) is recently up $2.03 to $29.99 on a positive preannouncement citing strong demand […]






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Blogging Options: CBOE Mid-day Update 3.17.14

Volatility as an asset class Hertz (HTZ) is recently up $1.32 to $27.29 after Financial Times says the company is nearing a spin-off of its construction equipment rental business. March call option implied volatility is at 78, April is at 46, June is at 39; compared to its 26-week average of 38. VeriSign (VRSN) is […]






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Blogging Options: CBOE Morning Update 12.31.13

Fixed Income traders have shortened hours today, stocks with normal hours.  Case-Shiller October Home Price increase in-line.  Berkshire in pipeline deal. 10-yr at 2.99% Volatility as an asset class Hertz (HTZ) is up $1.09 to $27.12 in the premarket after the vehicle rental company adopted a shareholder rights plan. Overall option implied volatility of 34 […]