Tag Archives: TYX

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Santa Claus Rally Hits Some European Ice

Global market trade today has been dominated by reaction to the European Central Bank’s (ECB) decision and statement following their most recent meeting, which is being perceived as disappointing relative to expectations. Currencies and Bonds are at the forefront of the day’s activity, with the Euro (Currency) seeing it’s largest one day move since 2009 […]

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CBOE Mid-Day Update 3.17.15

Volatility as an asset class CBOE Interest Rate 5 Year Note (FVX) is recently down 1.1% to 15.51 into Wednesday’s FOMC policy meeting decision CBOE Interest Rate 10-year T-Note (TNX) is recently down 1.9% to $20.59 compared to its 10-day moving average of 21.27. CBOE 30-Year Treasury Bond (TYX) closed is recently down 2.3% to […]

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Blogging Options: CBOE Mid-day Update

Volatility as an asset class Arkansas Best (ABFS) is recently up $2.23 to $22.21 after ABF Freight System employees represented by Teamsters ratify five-year national labor agreement. July call option implied volatility is at 58, August is at 61, December is at 55; compared to its 26-week average of 57. Arch Coal (ACI) is recently […]