Tag Archives: TBT

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CBOE Mid-Day Update 6.9.15

Volatility as an asset class IShares Barclay 20+ YR Treasury ETF (TLT) is recently down 58c to $116.90 into FOMC meeting on June 16-17. June weekly call option implied volatility is at 16, June is at 17, July and August is at 16; compared to its 52-week range of 9 to 18. Proshares UltraShort Barc […]

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CBOE Mid-Day Update 6.5.15

Volatility as an asset class Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently up 93c to $49.69 on May nonfarm payrolls rise 280K and May Unemployment at 5.5%. 6/12/15 call option implied volatility is at 30, June is at 32, September is at 33; compared to its 52-week range of 18 to 35. […]






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CBOE Mid-Day Update 6.3.15

Volatility as an asset class Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently up $1.35 to $50.08 as traders react to expectations of the FOMC raising rates. June weekly call option implied volatility is at 42, June is at 34, September is at 33; compared to its 52-week range of 18 to 35. […]






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CBOE Mid-Day Update 5.6.15

Volatility as an asset class Fossil (FOSL) is recently down $8.40 to $78.10 on less than expected guidance. May call option implied volatility is at 33, June is at 23; compared to its 52-week average of 51. Weight Watchers (WTW) is off $0.87 to $7.32 after reporting a less than expected Q1 revenue of $322.1M, […]






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CBOE Mid-Day Update 5.5.15

Volatility as an asset class Disney (DIS) is recently up $1.16 to $112.19 after reporting better than expected Q2 adjusted EPS $1.23, compared to consensus $1.11. May call option implied volatility is at 19, June is at 18, January is at 20; compared to its 52-week average of 23. Estee Lauder (EL) is recently up […]






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CBOE Mid-Day Update 3.16.15

Volatility as an asset class Procter & Gamble (PG) is recently up $1.64 to $83.46 on weighs deal for beauty brands, Bloomberg reports. March call option implied volatility is at 20, April and March is at 15; compared to its 26-week average of 15. Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently down […]






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CBOE Mid-Day Update 3.6.15

Volatility as an asset class Apple (AAPL) is recently up $1.30 to $127.72 on the company replacing AT&T (T) in the Dow Jones Industrial Average on March 18.  March weekly call option implied volatility is at 29, March is at 28, April is at 27; compared to its 26-week average of 26. VIX methodology for […]






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CBOE Mid-Day Update 2.24.15

Volatility as an asset class Macy’s (M) is recently down $2.34 to $61.93 after inline Q4 results and giving a cautious 2015 outlook. March call option implied volatility is at 21, April is at 20, May is at 21, August is at 20; compared to its 26-week average of 25. SunPower (SPWR) is recently up […]






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CBOE Mid-Day Update 12.17.14

Volatility as an asset class Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently up 66c to $46.22 into the FOMC policy statement.  December call option implied volatility is at 37, January is at 27, March is at 26; compared to its 26-week average of 24. IShares Barclay 20+ YR Treasury ETF (TLT) is […]






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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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CBOE Mid-Day Update 7.9.14

Volatility as an asset class American Airlines (AAL) is recently up $1.34 to $41.59 as shares move off a two-month low on June carrier traffic and outlook. July and call option implied volatility is at 51, November is at 38; compared to its 26-week average of 37. MSCI Brazil Index (EWZ) is recently up 80c […]






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Blogging Options: CBOE Mid-day Update 4.30.14

Volatility as an asset class Energizer (ENR) is recently up $14.98 to $112.69 after announcing a plan to separate into two publicly traded companies, one focused on Household Products and one on Personal Care. May call option implied volatility is at 23, June is at 18, August is at 19, November is at 20; compared […]






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Blogging Options: CBOE Mid-day Update 11.25.13

Volatility as an asset class Credit and debit vehicle funds option implied volatility is low on expectations  the central bank continuing its stimulus program. Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently down 39c to $77.15. Overall option implied volatility of 23 is below its 26-week average of 28. ProShares UltraShort Lehman 7-10 […]