Tag Archives: OEX

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Index & ETF LEAPS To Be Added for 2017

On Wednesday, December 24, 2014, trading begins for December 2017 LEAPS® in the below Index and exchange-traded fund (ETF) option products: DJX (Dow Jones Industrial Average) MNX (Mini-NASDAQ 100 Index) NDX (NASDAQ 100 Index) OEF (iShares on the S&P 100 Index Fund) OEX (S&P 100 Index with American Exercise) RUT (Russell 2000 Index)** SPX (S&P […]






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CBOE Mid-Day Update 10.9.14

Volatility as an asset class Volatility has increased as stocks have hit session lows Russell 2000 (IWM) October call implied volatility is at 23. www.cboe.com/IWM S&P 100 (OEX) October call implied volatility is at 15.  www.cboe.com/OEX S&P 500 Index Options (SPX) October call implied volatility is at 12. www.cboe.com/SPX Russell 2000 Index Options (RUT) October […]






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CBOE Mid-Day Update 9.22.14

Volatility as an asset class S&P 100 Options (OEX) recently is recently down 6.17 to 890.94 on weak U.S. existing home sales in August and China finance minister indicating the country will not increase stimulus measures. CBOE Volatility Index (VIX) up 14.8% to 13.90. Oct 20 and November 15 calls active on 129K cboe.com/VIX iPath S&P […]






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CBOE Mid-Day Update 6.16.14

Volatility as an asset class DreamWorks Animation (DWA) is down $3.17 to $24.18 after its latest film, “How to Train Your Dragon 2,” didn’t do as well as analysts had expected in its box-office debut. June call option implied volatility is at 54, July is at 38, September is at 37; compared to its 26-week […]






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CBOE Mid-Day Update 3.25.14

S&P cut Brazil’s debt rating by two notches to BBB-.  Consumer Confidence jumped sharply higher for March, reversing the Feb drop.   NASDAQ continues to lag the other major indices.  Options volume modest at mid-day. Carnival (CCL) is down $2.13 to $37.86 after the company reported better than expected adjusted earnings but issued guidance that fell […]






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Weekly Market Commentary 3.7.14

This week’s action makes the $SPX chart bullish (how could it be anything else when trading at new all-time highs?). There is no technical resistance for a chart at new all-time highs. There is support at 1850 (which had been resistance), then at 1825- 1835 below that.  It is our opinion that a close below […]






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CBOE Mid-Day Update 3.6.14

January Factory Orders dropped 0.7%, December revised lower.  Traders waiting for President to make a statement within the next 15 minutes.  Option volume active. Joy Global (JOY) is up $1.61 to $57.40 after the mining equipment maker reported Q1 earnings fell 65% and raised its earnings guidance for the year.  March call option implied volatility […]






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Weekly Market Commentary 1.31.14

Are you having fun yet?  Volatility has returned, and the market is a daily dose of pain and pleasure, to either the bulls or the bears.  There are plenty of cross-currents now, and in reality, volatility hasn’t even increased all that much (statistically). The Standard & Poor’s 500 Index ($SPX) broke down through the important support level at 1810 […]






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CBOE Mid-Day Update 1.17.14

Good volume this morning as we inch towards January Expiration.  ~14 million option contracts trade mid day with ~3.8mm at CBOE.  VIX active with 600k options trading.  INTC leads equity option volume with 320 k and AAPL with 280k. Volatility as an asset class UPS (UPS) is down $1.40 to $99.12 after pre-announcing its results […]






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Weekly Stock Market Commentary 10.18.13

Stocks have been on an explosive move to the upside ever since seven days ago, when a swift, but short-lived decline was abruptly halted in an intraday reversal at 1645 on $SPX.   Since then, $SPX has risen 88 points in very short order and doesn’t seem to be done rallying yet. $SPX has now made […]






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Blogging Options: CBOE Mid-Day Update 10.8.13

Volatility as an asset class VIX methodology for IBM (VXIBM) is up $1.67 to 27.19; above its 10-day moving average of 23.71, 50-day moving average is at 19.64. www.cboe.com/VXIBM VIX methodology for Goldman Sachs (VXGS) is higher by $1.06 to 32.27; above its 10-day moving average of 28.89, 50-day moving average is at 26.44. www.cboe.com/VXGS […]