Tag Archives: VXTYN

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Blogging Options: CBOE Morning Update 5.18.15

Option expiration with good volume Friday. European markets weary of Greece drama, but it looks like something might be finalized in next 10 days.  US stock futures off fractionally.  Housing data today, tomorrow and Thursday will be watched.  10-year 2.18%.  Stories around about European banks being analyzed by credit agencies.   Long weekend coming up, details […]






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Blogging Options: CBOE Morning Update 5.14.15

April PPI fell 0.4% (+0.1% expected), Core 0ff 0.2%.  Orders for machinery and oil prices major contributors to drop.  Weekly Jobless Claims come in less than anticipated.  Slow news day so far.  May option expiration tomorrow.  Traders talking about $VXTYN lately. Volatility as an asset class: Cisco (CSCO) is down $0.30 to $29.10 in the […]






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CBOE Mid-Day Update 4.24.15

Volatility as an asset class Altera (ALTR) is recently down 46c to $41.63 after the semiconductor company reported Q1 results that missed expectations. May call option implied volatility is at 72, June is at 67, September is at 41; compared to its 26-week average of 28. American Airlines (AAL) is recently up $1.55 to $53 […]






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CBOE Mid-Day Update 4.8.15

Volatility as an asset class Mylan (MYL) is recently up $7.63 to $67.06 after proposing to acquire Perrigo (PRGO) for $205 per share. April option implied volatility is at 45, May is at 38, July is at 34; compared to its 26-week average of 33. Perrigo (PRGO) is recently up $42.16 to $206.90. May call […]






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CBOE Mid-Day Update 4.7.15

Volatility as an asset class JPMorgan (JPM) is recently up 63c to $61.10 after being upgraded to Outperform from Market Perform at Bernstein. April call option implied volatility is at 23, May is at 18, June is at 17, September is at 18; compared to its 26-week average of 20. Carnival (CCL) is recently up […]






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CBOE Mid-Day Update 4.6.15

Volatility as an asset class Gang of four overall option implied volatility: Amazon.com (AMZN) overall option implied volatility of 32 is compares to its 26-week average of 28. Apple (AAPL) overall option implied volatility of 28 is compares to its 26-week average of 27. Google (GOOG overall option implied volatility of 24 is compares to […]






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CBOE Mid-Day Update 3.31.15

Volatility as an asset class Charter Communications (CHTR) is recently up $13.28 to $196.67 after announcing that it will acquire Bright House Networks for $10.4B. April call option implied volatility is at 24, May is at 27, June is at 26; compared to its 26-week average of 25. Movado Group (MOV) is recently up $3.73 […]






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The Weekly Options News Roundup – 3/27/2015

The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets. CBOE Product Innovation Earlier in the month, CBOE held its annual Risk Management Conference in Carlsbad, California, where more than 300 industry professionals gathered to discuss all […]






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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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CBOE Mid-Day Update 3.11.15

Volatility as an asset class Express (EXPR) is recently up 36c to $15.31 after the retailer reported better than expected Q4 results and outlook. March call option implied volatility is at 42, April is at 36, July is at 38; compared to its 26-week average of 46. Mastercard (MA) is recently down $1.24 to $87.60 […]






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CBOE Mid-Day Update 3.4.15

Volatility as an asset class McDonald’s (MCD) is recently up 7c to $99.81 after McDonald’s USA announced new menu sourcing initiatives including only sourcing chicken raised without antibiotics that are important to human medicine. In addition, McDonald’s U.S. restaurants will also offer customers milk jugs of low-fat white milk and fat-free chocolate milk from cows […]






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CBOE Mid-Day Update 3.3.15

Volatility as an asset class Ford (F) is recently down 47c to $16.10 after the automakers reported February sales fell about 2% last month compared to the prior year. March call option implied volatility is at 18, April is at 19, May and September is at 20; compared to its 26-week average of 23. General […]






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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 2.23.15

Volatility as an asset class Boeing (BA) is down $3.89 to $154.43 after Goldman cut its recommendation to Sell, with a $132 price target. February weekly call option implied volatility is at 23, March is at 18, April is at 17; compared to its 26-week average of 19. Global X FTSE Greece 20 ETF (GREK) […]