Tag Archives: PST

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Blogging Options: CBOE Mid-day Update 11.25.13

Volatility as an asset class Credit and debit vehicle funds option implied volatility is low on expectations  the central bank continuing its stimulus program. Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently down 39c to $77.15. Overall option implied volatility of 23 is below its 26-week average of 28. ProShares UltraShort Lehman 7-10 […]






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Blogging Options: CBOE Midday Update 6.24.13

Volatility as an asset class Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently up 0.3% to $75.48. June weekly call option implied volatility is at 54, July is at 40, August is at 39; above its 26-week average of 27. IShares Barclay 20+ YR Treasury ETF (TLT) is recently down 0.2% to $108.21. June weekly […]