Tag Archives: TSN

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CBOE Mid-Day Update 1.30.15

Volatility as an asset class Biogen (BIIB) is recently up $34.93 to $388.54 on Q4 profit nearly doubling. February weekly call option implied volatility is at 37, February is at 34, March is at 32, April is at 35; compared to its 26-week average of 32. MasterCard (MA) is recently up 54c to $81.86 on […]






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Blogging Options: CBOE Mid-day Update 7.28.14

Volatility as an asset class Trulia (TRLA) is recently up $6.75 to $63.12 on Zillow (Z) acquiring for $70.53 per share. August call option implied volatility is at 57, September is at 55, December is at 43; compared to its 26-week average of 56. Zillow August call option implied volatility is at 55, September is […]






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Blogging Options: CBOE Mid-day Update 8.26.

Volatility as an asset class Amgen (AMGN) is recently up $9.39 to $114.99 after acquiring Onyx Pharmaceuticals (ONXX) a cancer drug maker for $10B. September call option implied volatility is at 25, January is at 24; compared to its 26-week average of 27. 3D Systems (DDD) is recently up $4.18 to $52.64 after the 3D-printer […]