Tag Archives: VXGOG

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CBOE Mid-Day Update 1.29.14

Volatility as an asset class Yahoo (YHOO) is recently down $3.25 to $43.20 following Alibaba’s (BABA) weak earnings report. January weekly call option implied volatility is at 59, February weekly is at 45, February is at 38, March is at 38; compared to its 26-week average of 38. McDonald’s (MCD) is recently up $3.74 to […]






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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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Blogging Options: CBOE Mid-day Update 4.16.14

Volatility as an asset class Yelp (YELP) is recently up $2.02 to $65.08 after the company that connects people with local businesses was upgraded by Citigroup to Buy from Hold. April weekly call option implied volatility is at 70, May is at 79, August is at 69; compared to its 26-week average of 63. U.S. […]






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Blogging Options: CBOE Afternoon Update

Volatility as an asset Volatility as an asset class Macy’s (M) is up $1.29 to $43.67 as the retailer trades at a fresh five-year high. April call option implied volatility is at 20, May is at 24, August is at 22; compared to its 26-week average of 26. Best Buy (BBY) is higher by $2.95 […]