Tag Archives: SCTY

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CBOE Mid-Day Update 11.6.14

Volatility as an asset class Whole Foods (WFM) is recently up $4.25 to $44.21 after the super market chain’s Q4 profit surpassed analysts’ consensus estimates and it raised its quarterly dividend. November call option implied volatility is at 24, December is at 23, January is at 21; compared to its 26-week average of 33. Zillow […]






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CBOE Mid-Day Update 9.4.14

Volatility as an asset class SolarCity (SCTY) is recently up $4 to $71.12 after announcing plans to open 20 new operations centers in seven states. September 12 weekly call option implied volatility is at 44, September is at 45, October is at 46, January is at 49; compared to its 26-week average of 60. BP […]






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Blogging Options: CBOE Mid-day Update 11.7.13

Volatility as an asset class J.C. Penney (JCP) is recently up 40c to $8.11 after the retailer reported October same-store sales rose 0.9%. November call weekly calls expiring on 11/8/13 option implied volatility is at 95, November 11/15/13 is at 80, November is at 109, December is at 97, January is at 88, February is […]






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Blogging Options: CBOE Morning Update 5.14.13

Volatility as an asset class SolarCity (SCTY) is down $3.29 to $32.60 in the pre-market after the solar-panel installer reported higher than expected overhead expenses that lead to a large loss. Overall option implied volatility of 99 is above its 20-week average of 65. Copa Holdings (CPA) closed at $125 after the Latin American air carrier […]