Tag Archives: RAX

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CBOE Mid-Day Update 9.8.14

Volatility as an asset class Apple (AAPL) is recently down 28c to $98.72 into a company sponsored September 9 press event.  September weekly call option implied volatility is at 53, September is at 35, October is at 31, December is at 25, January is at 24; compared to its 26-week average of 25. VIX methodology […]






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CBOE Mid-Day Update 5.16.14

May Expiration orderly. Stocks mixed, down for the week at current levels. PFE halted briefly for news pending, resumed after announcing they applied for a new patent on a breast cancer drug. 10-year unchanged, Oil’s and Metals pretty slow. Jim Bittman, Peter Lusk and Marty Kearney showed Class of 2014 Naval Command College around CBOE […]






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Blogging Options: CBOE Mid-day Update 3.26.14

Volatility as an asset class Shares of Francesca’s (FRAN) is recently down $3.10 to $17.76 after the operator of retail boutiques reported Q4 results and guidance  below expectations.  April call option implied volatility is at 40, May is at 37, September is at 45; compared to its 26-week average of 52. Rackspace (RAX) is recently […]






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Blogging Options: CBOE Mid-day Update 2.11.14

Volatility as an asset class Dean Foods (DF) is recently down $1.21 to $13.99 after the diary company reported mixed Q4 results and forecast Q1 and fiscal 2014 profit that significantly trailed expectations. March call option implied volatility is at 33, June is at 32, September is at 31; compared to its 26-week average of […]






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Blogging Options: Mid-day Update 8.9.13

Volatility as an asset class Rackspace (RAX) is recently up $3.21 to $47.46 after the data-center provider reported better than expected Q2 results. August call option implied volatility is at 98, September is at 39, December is at 40; compared to its 26-week average of 45. Allscripts (MDRX) is recently down 82c to $15.31 after […]