Tag Archives: JACK

No Comments

CBOE Mid-Day Update 5.13.15

Volatility as an asset class Kohl’s (KSS) is recently is down $8.78 to $65.70 on weak February Same Store Sales. June call option implied volatility is at 25, July is at 24; compared to its 90-day average of 24. Vipshop (VIPS) is recently down $1.30 to $25.73 after reports Q1 adjusted EPS 13c, consensus 10c […]






No Comments

CBOE Mid-Day Update 8.7.14

Volatility as an asset class 21st Century Fox (FOXA) is recently up $1.98 to $34.40 after the company reported higher than expected Q4 earnings and the stock was upgraded to Market Perform from Underperform at Cowen. August call option implied volatility is at 28, October is at 26, January is at 25; compared to its […]