Tag Archives: WEN

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Blogging Options: CBOE Mid-day Update 1.13.2014

Volatility as an asset class EnPro Industries (NPO) is recently up $14.81 to $74.05 after the US Bankruptcy Court for the Western District of North Carolina announced a $125M penalty against GST for current/future mesothelioma claims. January call option implied volatility is at 59, February is at 35, March is at 38, June is at […]






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Blogging Options: CBOE Mid-day Update 11.7.13

Volatility as an asset class J.C. Penney (JCP) is recently up 40c to $8.11 after the retailer reported October same-store sales rose 0.9%. November call weekly calls expiring on 11/8/13 option implied volatility is at 95, November 11/15/13 is at 80, November is at 109, December is at 97, January is at 88, February is […]






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Blogging Options: CBOE Mid-day Update 7.23.13

Volatility as an asset class Lexmark (LXK) is recently up $3.59 to $38.16 after the ink jet cartridge and printer manufacturer beat Q2 EPS by 7 cents per share. August call option implied volatility is at 31, September and October is at 29; compared to its 26-week average of 38. Polaris (PII) is recently up […]