Tag Archives: LL

No Comments

CBOE Mid-Day Update 5.21.15

Volatility as an asset class Best Buy (BBY) is recently up $1.78 to $35.46 after reporting Q1 adjusted EPS 37c, compared to consensus 29c. May weekly call option implied volatility is at 42, June is at 28, September is at 31; compared to its 90-day average of 32. NetApp (NTAP) is recently down $4.19 to […]






No Comments

Blogging Options: CBOE Morning Update 5.21.15

Lumber Liquidators with surprising CEO resignation has shares off 10% in early trade.  BLUE up 10% with possible new drug showing great results.  Existing Home Sales released after the opening.   Traders talking about hints that FED will raise rates sooner than later on “slack” in the economy not there any more.  Long weekend coming […]






No Comments

CBOE Mid-Day Update 4.29.15

Volatility as an asset class MasterCard (MA) is recently up 62c to $90.86 on better than expected Q2 profit but warns of currency headwinds.  May weekly call option implied volatility is at 29, May is at 22, June is at 19, October is at 20; compared to its 26-week average of 23. Starwood (HOT) is […]






No Comments

CBOE Mid-Day Update 3.2.15

Volatility as an asset class Lumber Liquidators (LL) is recently down $10.57 to $41.22 after ’60 Minutes’ alleges floor may violate health and safety violations.  March put option implied volatility is at 107, April is at 89, May is at 76; compared to its 26-week average of 52. Aruba Networks (ARUN) is recent down 36c […]






No Comments

CBOE Mid-Day Update 2.25.15

Volatility as an asset class Target (TGT) is recently up 25c to $77.21 after posting better than expected adjusted earnings per share and reported comparable sales increased 3.8% in its Q4. March call option implied volatility is at 24, April is at 17, July is at 19; compared to its 26-week average of 20. TJX […]