Tag Archives: TLT

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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 5.8.15

Volatility as an asset class Monster Beverage (MNST) is recently down $12.23 to $131.20 on less than expected Q1 results and guidance. May call option implied volatility is at 29, June is at 31, September is at 32; compared to its 52-week average of 39. CBS (CBS) is recently down $1.31 to $59.91 after reporting […]






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CBOE Mid-Day Update 4.13.15

Volatility as an asset class JP Morgan (JPM) is recently up 43c to $62.13 into the expected release of Q1 results on April 14.  April call option implied volatility is at 29, May is at 18, June and September is at 17; compared to its 26-week average of 20. Wells Fargo (WFC) 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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Blogging Options: CBOE Mid-day Update 7.7.14

Volatility as an asset class IShares Barclay 20+ YR Treasury ETF (TLT) is recently up $1.01 to $111.70 into FOMC Minutes that are due Wednesday for the June 17-18 policy meeting. July weekly call option implied volatility is at 10, July is at 8, August, September and October is at 9; compared to its 26-week […]






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Generating Yield and Positive Returns in 2013 with Index Options

In 2013 many investors are searching for higher yields and positive returns for yield-oriented investments.  In light of the fact that many interest rates are so low, and some bond-related investments are struggling to generate positive returns, many investors are looking to strategies such as the selling of index options with the goal of generating […]






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Blogging Options: CBOE Midday Update 6.24.13

Volatility as an asset class Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently up 0.3% to $75.48. June weekly call option implied volatility is at 54, July is at 40, August is at 39; above its 26-week average of 27. IShares Barclay 20+ YR Treasury ETF (TLT) is recently down 0.2% to $108.21. June weekly […]