Tag Archives: WMT

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CBOE Mid-Day Update 6.5.15

Volatility as an asset class Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently up 93c to $49.69 on May nonfarm payrolls rise 280K and May Unemployment at 5.5%. 6/12/15 call option implied volatility is at 30, June is at 32, September is at 33; compared to its 52-week range of 18 to 35. […]






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Blogging Options: CBOE Morning Update 5.19.15

ECB talking of accelerating next round of QE has shorts in Europe scrambling.  April Housing Starts higher than estimates, rebounding after February and March disappointed.  SPY up fractionally.  Last day to trade May VIX, settles tomorrow morning.  Volatility as an asset class Home Depots (HD) is up $1.92 to $116.25 in the premarket on Q1 […]






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Blogging Options: CBOE Morning Update 2.20.15

European markets turn slightly negative as Greece situation not resolved yet.  DE earnings beat lowered estimates but pared back guidance has shares off $1.25 to $90.46.  WMT said to be downgraded by Barclay’s, drops $1.00 to $82.52. Gold & Oil higher, US$ higher. Watch for bumpy early session on Greece deal/no deal.  Options volume average […]






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Blogging Options: CBOE Morning Update 2.19.15

Pitchers and Catchers Report (to Spring Training).  This should have warmed up traders this morning with the temperature -8 degrees in Chicago but stock futures lower. Oil getting hammered on inventory build and no signs of world economies improving.  Greece proposal on bail-in is said to be rejected,  WMT reported earnings which beat (lower tax […]






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Blogging Options: CBOE Morning Update 11.13.14

Volatility as an asset class Procter and Gamble (PG) is down $0.58 to $88.90 on Berkshire Hathaway Inc. (BRK.B) acquiring the Duracell battery business from Procter & Gamble in deal valued at approximately $6.4B. Overall option implied volatility of 13 is near its 26-week average of 14. Cisco (CSCO) is  higher by $0.38 to $25.50 […]






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CBOE Mid-Day Update 5.15.14

10-year yield getting crushed, currently at 2.49%.  David Tepper’s comments about raising cash has investors and traders moving to the sidelines. Traders are always watching something, this morning it was the PPI, now it’s bonds.  DJIA has rallied 20 points off the low, but a lot of trading ahead of us. CBOE trades ~4.14mm contracts […]






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Blogging Options: CBOE Mid-day Update 2.20.14

Volatility as an asset class Wal-Mart (WMT) is recently down $1.13 to $73.73 on weaker than expected Q1 guidance. February weekly call option implied volatility is at 15, March is at 14, and June is at 13; compared to its 26-week average of 15. Hormel is recently up 75c to $46.05 after the packaged foods […]