Tag Archives: MS

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Blogging Options: CBOE Morning Options 4.20.15

US and European stock futures with a nice bounce (DAX up 1.4%) after last weeks pounding, Asian shares lower.  China cuts reserves a larger than expected 100 basis points.  Oil and Gold lower, bonds flat. Lots of earnings reports this week.  PG and COST raised dividends this morning. Option volume on Expiration Friday very good, […]






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Next Week in Weeklys – 1/12 – 1/16

Alcoa reports Monday (1/12) after the close. Despite AA having been removed from the Dow Jones Industrial Average many market observers consider AA’s report to be the beginning of earnings season. Personally I think things get going when all the big financials report which begins Wednesday with JP Morgan Chase (JPM) and Wells Fargo (WFC). The […]






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CBOE Mid-Day Update 10.17.14

Volatility as an asset class Honeywell (HON) is recently up $3.39 to $89.77 on solid Q3 results and raising FY14 EPS guidance. November call option implied volatility is at 20, December and January is at 19, March is at 20; compared to its 26-week average of 18. Morgan Stanley (MS) is recently up 83c to […]






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CBOE Mid-Day Update 7.17.14

VIX up 15% and VXST up 24%.  Option volume fairly heave this morning as news out of Ukraine rattles the market.  SPX off $10, DJIA lower by 60 points and RUT off ~9 points. CBOE trades 3.8 million of the 14 million options by mid-day. SPX trades 540k and VIX with 640k. VIX Futures show […]






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Blogging Options: CBOE Morning Update 3.27.14

Q4 GDP grew at a 2.6% clip, above the preliminary 2.4% estimate but below the consensus 2.7% to 2.8%. Q3 was plus 4.1%.  Half full or half empty?  Overseas markets mixed to lower.  Basketball resumes, root for your favorite employees (NLRB prelim ruling says D1 athletes employees – send them 1099’s). Volatility as an asset […]






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Next Week in Weeklys 1/12/2014

This coming week is standard option expiration week, but there were a few names added to the list of stocks that will have shorter dated options.  The one that caught my eye was the ADR for National Bank of Greece (NBG – 5.84).  Pull up a long term chart for NBG – it looks exactly […]






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Blogging Options: CBOE Mid-day Update 9.16.13

Volatility as an asset class Sears Holdings (SHLD) is recently up $1.24 to $61.66 after announcing plans to obtain a senior secured term-loan facility of up to $1B. October call option implied volatility is at 58, December is at 51; compared to its 26-week average of 45. Delta Air Lines (DAL) is recently up 88c […]






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Weekend Review

Barron’s – The Striking Price column starts out talking about my favorite topic, VIX. The discussion here is about VIX as a market indicator. As an indicator, low VIX can be interpreted as complacency in the market. Too much complacency can be considered a sell signal. On the flip side, a high VIX usually indicates […]