Tag Archives: OVX

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Agenda for RMC Europe, CBOE Presents 35 Speakers

The Fourth Annual CBOE Risk Management Conference Europe will occur on September 28 – 30, 2015, at the InterContinental Hotel in beautiful Geneva, Switzerland. This week the Agenda and List of 35 Speakers for RMC Europe were published at www.cboermceurope.com.  Hosted by the CBOE, RMC is an educational forum dedicated to exploring the latest products, […]






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CBOE Mid-Day Update 4.8.15

Volatility as an asset class Mylan (MYL) is recently up $7.63 to $67.06 after proposing to acquire Perrigo (PRGO) for $205 per share. April option implied volatility is at 45, May is at 38, July is at 34; compared to its 26-week average of 33. Perrigo (PRGO) is recently up $42.16 to $206.90. May call […]






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CBOE Mid-Day Update 3.26.15

Volatility as an asset class Accenture (ACN) is recently up $6.21 to $94.42 after the consulting company raised its growth target.  April weekly call option implied volatility is at 23, April is at 15, May is at 16, August is at 17; compared to its 26-week average of 19. Five Below (FIVE) is recently up […]






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CBOE Mid-Day Update 3.25.15

Volatility as an asset class Kraft (KRFT) is recently up $23.66 to $84.97 on privately held H.J. Heinz Company announcing the purchase of Kraft. Heinz shareholders will own a 51% stake in a combined company, while Kraft shareholders will hold a 49% stake and receive a special cash dividend of $16.50 per share. April option […]






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CBOE Mid-Day Update 3.24.15

Volatility as an asset class Twitter (TWTR) is recently up $2.40 to $50.87 after shares traded at a new recent high of $51.09. March weekly call option implied volatility is at 48, April is at 38, May is at 51, June is at 42, September is at 41; compared to its 26-week average of 53. Netflix […]






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CBOE Mid-Day Update 3.20.15

Volatility as an asset class KB Home (KBH) is recently up 99c to $15.06 on better than expected Q1 results and sees sequential margin improvement in remaining 2015 quarters. April call option implied volatility is at 96, April is at 43, July is at 37; compared to its 26-week average of 35. Starbucks (SBUX) is […]






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The Weekly Options News Roundup – 2/6/2015

The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets. There’s a “Best App” For That On Wednesday, CBOE Mobile was named “Best Mobile Application” at the fourth annual Wall Street Letter Institutional Trading Awards.  Since launching […]






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Checking in on Oil Volatility

Oil was the headline grabbing market for the last few months of 2014. For months the price of oil has continued to violate any sort of support levels that technical analysts can come up with. January’s average OVX close was just over 55. This was the highest average for a month since the tail end […]






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CBOE Mid-Day Update 1.22.15

Volatility as an asset class United Continental (UAL) is recently up $2.37 to $71.54 on the airliner sees generating ‘far better’ results in 2015. February call option implied volatility is at 45, March is at 43; compared to its 26-week average of 44. Southwest (LUV) is recently up $2.55 to $44.36 on seeing Q1 passenger […]






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CBOE Mid-Day Update 1.21.15

Volatility as an asset class UnitedHealth (UNH) is recently up $2.55 to $108.19 as Q4 results top expectations on revenue growth.  January weekly call option implied volatility is at 29, February is at 20, June is at 20; compared to its 26-week average of 22. Apple (AAPL) is recently up $1.86 to $110.58 into its […]






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Blogging Options: CBOE Mid-Day Update 1.20.15

Markets turn South on earnings and oil.  Gold higher.  Volatility as an asset class Johnson & Johnson (JNJ) is  down $3.47 to $100.56 after announcing less than expected Q4 sales results. January weekly call option implied volatility is at 29, February is at 18, April is at 16; compared to its 26-week average of 15. […]






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CBOE Mid-Day Update 1.16.15

Volatility as an asset class PNC Financial (PNC) is recently up $1.49 to $83.90 after reporting Q4 EPS $1.84, compared to consensus $1.74. February call option implied volatility is at 22, May is at 19; compared to its 26-week average of 18. Comerica (CMA) is recently up 51c to $41.74 after reporting Q4 EPS 80c, […]