Tag Archives: RSX

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CBOE Mid-Day Update 9.3.14

Volatility as an asset class Market-Vector Russia ETF Trust (RSX) is recently up $1.24 to $24.83 on hopes for a Ukraine conflict resolution. September weekly call option implied volatility is at 31, September is at 27, November is at 25; compared to its 26-week average of 25. Mobileye (MBLY) is recently up $4.39 to $47.41 […]






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CBOE Mid-Day Update 8.28.14

Volatility as an asset class Market-Vector Russia ETF Trust (RSX) is recently down 73c to $24.39 as the Ukraine conflict worsens. September weekly call option implied volatility is at 27, September and October is at 28, November is at 26; compared to its 26-week average of 25. GoPro (GPRO) is recently $2.22 to $47.73, near […]






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Blogging Options: CBOE Mid-day Update 3.20.2014

Volatility as an asset class Walter Energy (WLT) is recently down $1.55 to $7.52 after Bank of America Merrill Lynch cut its estimates for 2014 and 2015 for coal miners and dropped its price target on WLT to $2 from $8.  April call option implied volatility is at 86, May is at 98, June is […]






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Charting the Recent Decline of the BRIC Components

U.S. stocks are mostly green in today’s session, though there is a good deal of red in global stocks, notably in emerging markets, where the popular EEM emerging markets ETF is down close to 1% as I type this and the Brazil (EWZ) is down more than 2%. In the chart below, I plot the […]