Tag Archives: PBR

No Comments

Blogging Options: CBOE Morning Update 10.27.14

Pretty good volume day Friday for options, with 16.85mm contracts traded.  ~913K SPX and over 1 million VIX contracts change hands.  Soft opening on US markets this morning.  Volatility as an asset class Brazil’s president Rousseff won a second term yesterday, defeating the conservative Aécio Neves in a race that exposed Brazil’s economic and social […]






No Comments

Blogging Options: CBOE Mid-Day Update 12.2.13

Volatility as an asset class Microsoft (MSFT) is up $0.47 to $38.60, a new 52-week high on strong Xbox sales.  December weekly call option implied volatility is at 26, December is at 23, January and February is at 24; compare to its 26-week average of 23. Petrobras (PBR) is down $1.83 to $14.12 after announcing […]






No Comments

Blogging Options: CBOE Mid-day Update 10.28.13

Volatility as an asset class J.C. Penney (JCP) is recently up 28c to $7.06 on reaffirming a forecast for same-store sales to rise soon, Reuters says. November weekly call option implied volatility is at 99, November is at 127, November is at 112, December is at 105, January is at 108; above its 26-week average […]






No Comments

Blogging Options: CBOE Mid-day Update 9.30.13

Volatility as an asset class Petrobras (PBR) is recently up 29c to $15.69 following the Brazilian oil producer’s CEO saying Q3 operating results are “very good” reports Bloomberg. Overall option implied volatility of 36 is near its 26-week average of 35. Achillion (ACHN) is recently down $4.18 to $3.05 on disappointing ACH-3102 data, the company’s […]