Tag Archives: ROST

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CBOE Mid-Day Update 2.27.15

Volatility as an asset class J.C. Penney is recently down 45c to $8.67 after posting a surprise Q4 loss as higher operating expenses offset higher-than-expected sales. March weekly call option implied volatility is at 48, March calls are at 42, April is at 35; compared to its 26-week average of 54. Weight Watchers (WTW) is […]






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CBOE Mid-Day Update 8.22.14

Volatility as an asset class Green Mountain Coffee (GMCR) is recently up $16.58 to 134.34 on a Kraft Foods (KRFT) licensing agreement.  September call option implied volatility is at 32, December is at 35; compared to its 26-week average of 48. Foot Locker (FL) is recently up $1.58 to $54.15 on Q2 profit increasing 39%.  […]






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Blogging Options: CBOE Mid-day Update

Volatility as an asset class Hewlett-Packard (HPQ) is recently down 39c to $22.54 after the board of directors authorized a 10% increase in the amount of its regular quarterly dividend, to 14.52c per share. April call option implied volatility is at 29, May is at 30, June and August is at 31; below its 26-week […]