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CBOE Mid-Day Update 8.7.14

Volatility as an asset class 21st Century Fox (FOXA) is recently up $1.98 to $34.40 after the company reported higher than expected Q4 earnings and the stock was upgraded to Market Perform from Underperform at Cowen. August call option implied volatility is at 28, October is at 26, January is at 25; compared to its […]