Tag Archives: PEP

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CBOE Mid-Day Update 4.23.15

Volatility as an asset class PepsiCo (PEP) is recently down 94c to $96.34 on solid Q1 results and sees FY15 organic revenue growth in mid-single digits. May weekly call option implied volatility is at 15, June is at 13, July is at 12; compared to its 26-week average of 18. Caterpillar (CAT) is recently down […]






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Blogging Options: CBOE Mid-day Update 10.16.13

Volatility as an asset class KeyCorp (KEY) is recently up reports after Q3 profit rose 8.5%.  November, December and January call option implied volatility of 22 is below its 26-week average of 27. PNC Financial (PNC) is recently up $1.00 to $73.51 after reporting after Q3 earnings rose 12%. November, January and February of 19 […]






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Weekend Review – 6/23/2013

Barron’s – Larry McMillan, author of the ‘bible’ for options traders Options as a Strategic Investment and President of McMillan Analysis (www.optionstrategist.com) took over The Striking Price column for Steven Sears this seek.  The topic was a favorite of mine – VIX as a stock market indicator.  Basically, when VIX spikes up and then spikes […]






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Blogging Options: CBOE Morning Update 4.18.13

Volatility as an asset class VIX methodology for iShares Silver Trust (VXSLV) closed at 39.35; above its 50-day moving average of 25.95. CBOE VIX methodology for Market Vectors Gold Miners Fund (VXGDX) closed at 51.29, above its 50-day moving average of 30.38. PepsiCo (PEP) is up 3.00 to $81.85 after reporting a Q1 beat on […]