Tag Archives: P

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CBOE Mid-Day Update 2.6.15

Volatility as an asset class Pandora (P) is recently down $3.29 to $15.12 on a Q4 revenue miss on weakness in several ad verticals and weaker than expected listener hours. February call option implied volatility is at 56, March is at 54, June is at 53; compared to its 26-week average of 62. Expedia (EXPE) […]






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CBOE Mid-Day Update 7.25.14

Volatility as an asset class Baidu (BIDU) is recently up $18.26 to $222.46 after reporting better than expected Q2 results and mobile revenue reached 30% of overall revenue. August and September call option implied volatility is at 28, December is at 31; compared to its 26-week average of 42. Xerox (XRX) is recently up 35c […]






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Blogging Options: CBOE Mid-day Update 4.25.14

Volatility as an asset class Pandora (P) is recently down $4.12 to $24.08 after the internet radio company reported less than expected Q2 profit and revenue outlook. May weekly call option implied volatility is at 71, June is at 58, September is at 57 and December is at 56; compared to its 26-week average of […]






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CBOE Mid-Day Update 2.6.14

CBOE with ~4 million of the ~13mm options traded by mid-day.  Several VIX trades push VIX volume to over 880k, SPX at 540k (190k in Weeklys).  Tomorrow’s January NFP includes revisions, so watch wages and participation rate. Pandora (P) is down $4.36 to $31.47 after the music provider reported lower than expected Q4 revenue, and […]






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Seven Stocks Added to Penny Pilot Program

On Friday, January 3, 2014, the Penny Pilot Program was modified to add the following seven option classes to replace the seven Penny Pilot Program option classes that have been delisted. Symbol  Company Name VOD      Vodafone Group PLC UVXY     ProShares Ultra VIX Short-Term Futures ETF DXJ       WisdomTree Japan Hedged Equity Fund NBG      National Bank of Greece SA […]






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Blogging Options: CBOE Mid-day Update 12.11.13

Volatility as an asset class Pandora (P) is recently down $1.73 to $27.51 after Spotify announced Spotify Free for tablets. December weekly call option implied volatility is at 72, December is at 53, January and March is at 59 compared to its 26-week average of 62. H&R Block (HRB) is recently down $1.30 to $27.53 […]






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Blogging Options: CBOE Mid-day Update 12.4.13

Volatility as an asset class Pandora (P) is recently up $1.43 to $29.69 after reporting November listening hours rose 18% from a year earlier. December weekly call option implied volatility is at 59, December and January is at 47, March is at 55; compared to its 26-week average of 62. Bob Evans (BOBE) is recently […]






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Blogging Options: CBOE Mid-day Update 9.23.13

Volatility as an asset class Apple (AAPL) is recently up $15.42 to $482.72 after saying that it sold over 9M new iPhone 5s and iPhone 5c models three days after the launch.  September weekly call option implied volatility is at 33, October is at 27, November is at 29, December is at 28; compared to its […]






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Blogging Options: Mid-day Update 8.16.13

Volatility as an asset class Pandora (P) is recently up $1.32 to $21.17 after Goldman Sachs upgraded the music internet music retailer to Buy with a $27 price target citing accelerating mobile ads and subscription revenue growth. September call option implied volatility is at 75, December is at 60; compared to its 26-week average of […]






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Blogging Options: CBOE Morning Update 6.26.13

Volatility as an asset class Monsanto (MON) is off $1.00 to $100.40 in the premarket after backing FY13 EPS $4.50-$4.55, compared to consensus $4.60. Overall option implied volatility of 29 is above its 26-week average of 24. General Mills (GIS) is down $0.27 to $48.06 after reporting Q4 revenue of $4.41B, compared to consensus $4.32B. […]