Tag Archives: VXAPL

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CBOE Mid-Day Update 3.10.15

Volatility as an asset class Barnes & Noble (BKS) is recently down $2.09 to $22.77 on the bookseller sees FY15 retail SSS declining in low-single digits.  March call option implied volatility is at 39, April is at 38, July is at 37; compared to its 26-week average of 42. EMC (EMC) is recently down 60c […]






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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 2.27.15

Volatility as an asset class J.C. Penney is recently down 45c to $8.67 after posting a surprise Q4 loss as higher operating expenses offset higher-than-expected sales. March weekly call option implied volatility is at 48, March calls are at 42, April is at 35; compared to its 26-week average of 54. Weight Watchers (WTW) is […]






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CBOE Mid-Day Update 12.23.14

Volatility as an asset class VIX methodology for Goldman Sachs (VXGS) down 4.1% to 24.38, compared to its 50-day moving average of 22.59. cboe.com/VXGS VIX methodology for Apple (VXAPL) down 0.7% to 28.09, compared to its 50-day moving average of 26.04. cboe.com/VXAPL VIX methodology for Amazon (VXAZN) down 3% to at 33.97, compared to its […]






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CBOE Mid-Day Update 9.9.14

Volatility as an asset class Apple (AAPL) is recently up $1.22 to $99.64 into its much-anticipated product launch event. September weekly call option implied volatility is at 56, September is at 35, October is at 31, December is at 25, January is at 24; compared to its 26-week average of 25. VIX methodology for Apple […]






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CBOE Mid-Day Update 9.8.14

Volatility as an asset class Apple (AAPL) is recently down 28c to $98.72 into a company sponsored September 9 press event.  September weekly call option implied volatility is at 53, September is at 35, October is at 31, December is at 25, January is at 24; compared to its 26-week average of 25. VIX methodology […]






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Blogging Options: CBOE Mid-day Update 5.29.14

Volatility as an asset class Hillshire Brands (HSH) is recently up $7.31 to $52.15 after Tyson Foods (TSN) offers to acquire the company for $50 per share in cash, topping the $45 per share bid recently made by Pilgrim’s Pride (PPC).  June call option implied volatility is at 30, July is at 23, August is […]






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Bloging Options: CBOE Morning Update 4.24.14

Earnings are here.  CAT up $# and GM higher by $1 in early trading.  Durable Goods beat (BA orders up), Weekly claims slightly higher.  Gold off with reports of some fighting in Ukraine – go figure.  Traders a little sleepy eyed in Chicago as BlackHawks win late game in overtime.  Volatility as an asset class […]






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Blogging Options: CBOE Mid-day Update 4.11.14

Volatility as an asset class Apple (AAPL) is recently down $2.20 to $521, near its six-low onto the expected release of Q2 results on April 23.  4/25/14 weekly call option implied volatility is at 34, May is at 25, June is at 23, October at 21; compared to its 26-week average of 26. VIX methodology […]






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Blogging Options: CBOE Mid-Day Update 10.8.13

Volatility as an asset class VIX methodology for IBM (VXIBM) is up $1.67 to 27.19; above its 10-day moving average of 23.71, 50-day moving average is at 19.64. www.cboe.com/VXIBM VIX methodology for Goldman Sachs (VXGS) is higher by $1.06 to 32.27; above its 10-day moving average of 28.89, 50-day moving average is at 26.44. www.cboe.com/VXGS […]






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Blogging Options: CBOE Morning Update 9.11.13

Volatility as an asset class Apple (AAPL) is down $21.64 to $472.50 in the premarket a day after the introduction of iPhone 5S and 5C. September 9/13/13 call option implied volatility is at 35, September is at 29, October is at 27, November is at 29; compared to its 26-week average of 28. VIX methodology for Apple […]