Tag Archives: SCHW

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CBOE Mid-Day Update 9.18.14

Volatility as an asset class Yahoo (YHOO) is recently down 54c to $42.05 into the expected IPO of Alibaba (BABA).  September call option implied volatility is at 98, September weekly is at 77, October weekly is at 63, October is at 50,  November is at 46, January is at 37; compared to its 26-week average […]






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CBOE Mid-Day Update 7.16.14

Volatility as an asset class Bank of America (BAC) is recently down 31c to $15.50 Bank after reporting Q2 EPS ex-items 41c, consensus 29c and offered $13B to settle investigation into its mortgage practices. August call option implied volatility of 20, September and October is at 19; compared to its 26-week average of 24. Charles […]