Tag Archives: MA

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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 […]






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CBOE Mid-Day Update 3.11.15

Volatility as an asset class Express (EXPR) is recently up 36c to $15.31 after the retailer reported better than expected Q4 results and outlook. March call option implied volatility is at 42, April is at 36, July is at 38; compared to its 26-week average of 46. Mastercard (MA) is recently down $1.24 to $87.60 […]






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CBOE Mid-Day Update 1.30.15

Volatility as an asset class Biogen (BIIB) is recently up $34.93 to $388.54 on Q4 profit nearly doubling. February weekly call option implied volatility is at 37, February is at 34, March is at 32, April is at 35; compared to its 26-week average of 32. MasterCard (MA) is recently up 54c to $81.86 on […]






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CBOE Mid-Day Update 10.30.14

Volatility as an asset class MasterCard (MA) is recently up $5.62 to $81.60 on better than expected Q3 results and outlook. November call option implied volatility is at 23, December is at 18, January is at 17; compared to its 26-week average of 24. Weight Watchers (WTW) is recently down $4.51 to $24.91 on commentary […]






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Blogging Options: CBOE Mid-day Update 1.31.14

Volatility as an asset class MasterCard (MA) is recently down $3.66 to $76.10 after reporting Q4 EPS 57c ex-items, consensus 60c. February, March, April and July call option implied volatility of 26 is above its 26-week average of 23. Wynn Resorts (WYNN) is recently up $11.47 to $212.20 after the global leisure; entertainment resort company […]






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Blogging Options: CBOE Morning Update 12.11.13

Budget deal in Congress seems to have been baked into the market, as stock futures little changed.  Oil lower, metals mixed.  10-year auction later this morning. Today at 3:30pm Chicago time Russell Rhoads of our Options Institute will have a 30-minute free webcast, the topic is the CBOE Short-Term Volatility Index (VXST) which was introduced […]






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Blogging Options: CBOE Mid-day Update 7.31.13

Volatility as an asset class MasterCard (MA) is recently down $5.52 to $595.50 after reporting a Q2 profit increase of 21%.  September call option implied volatility is at 21, October is at 20, January is at 19; compared to its 26-week average of 22. SodaStream (SODA) is recently up $7.83 to $66.27 after the in-home […]






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Calendars with no Volatility Risk!

Outlandish title? Is it possible? Decreasing Option Volatility, called Implied Volatility, can be a real pain to a Calendar Trader. In 2012 and most of 2013, the market has trended up and Option Volatility was mostly decreasing. This caused Calendar Traders on the upside much discomfort. I am going to show you how to enter […]






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Everyone Leans Left, Move Right

On Wednesday, yet another explicit example of the proverbial ‘rope-a-dope’ trade was witnessed in the broad indexes after the FOMC minutes were released around 2 PM. The current environment is known for building a bold perception for a short-term directional bias and then using a broad economic catalyst as a way to provide volatility in […]