Tag Archives: MW

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CBOE Mid-Day Update 6.11.15

Volatility as an asset class Citrix (CTXS) is recently up $3.86 to $68.94 on Elliott Associates reports 7.1% stake, saying shares worth $90-$100 with changes. June call option implied volatility is at 34, July is at 28, September is at 29; compared to its 52-week range of 17-37. Lululemon (LULU) is recently down $1.50 to […]






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CBOE Mid-Day Update 7.29.14

Volatility as an asset class Merck (MRK) is recently up $1.19 to $59.15 on Q2 sales and profits that beat expectations.  August call option implied volatility is at 15, September is at 14, January is at 15; compared to its 26-week average of 18. Pfizer (PFE) is recently down 10c to $30 after backing its […]






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Blogging Options: CBOE Mid-day Update 11.26.13

Volatility as an asset class Tiffany (TIF) is recently up $6.61 to $87.64 after the jeweler reported better than expected Q3 results and raised its guidance. December call option implied volatility is at 19, January is at 22, February is at 21; compared to its 26-week average of 25. Barnes & Noble (BKS) is recently […]