Tag Archives: XOP

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CBOE Mid-Day Update 2.3.15

Volatility as an asset class Global X FTSE Greece 20 ETF (GREK) is recently up $1.72 to $13.45 after Greece’s new government proposed ending the confrontation with its creditors. February call option implied volatility is at 63, March is at 59, April is at 56; compared to its 26-week average of 47. Cliffs Natural (CLF) […]






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CBOE Mid-Day Update 12.3.14

Volatility as an asset class Energy indexes and ETF option implied volatility decreases three-year highs as energy prices stabilize Energy Select Sector SPDR (XLE) is recently up 1.13 to $82.13. December weekly call option implied volatility is at 39, December is at 24; compared to a level of 27 from December 2 and its 26-week […]






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CBOE Mid-Day Update 12.1.14

Volatility as an asset class Energy indexes and ETF option implied volatility has increased on wide oil and gas price movement. Energy Select Sector SPDR (XLE) December weekly call option implied volatility is at 39, December is at 30; compared to its 26-week average of 18. Oil Services Holders Trust (OIH) December weekly call option […]






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CBOE Mid-Day Update 11.14.14

Volatility as an asset class Geron (GERN) is recently up 59c to $2.90 after announcing a global strategic collaboration with Janssen Biotech. November call option implied volatility is at 116, December is at 99, January is at 88, March is at 97; compared to its 26-week average of 106. Harley-Davidson (HOG) is recently up 88c […]