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CBOE Mid-Day Update 6.24.14

Volatility as an asset class Homebuilder’s July option implied volatility is low following strong May new home sales rose 18.6% to 504K annual rate, the highest since May 2008. SPDR Homebuilder (XHB) August option implied volatility of 17 is below its 26-week average of 22. Toll Brothers (TOL) August option implied volatility of 23 is […]