$AOL Archives - CBOE Blogs

  • VIX | Blogging Options | Trader Talk | May 12, 2015, 7:59 AM

    Blogging Options: CBOE Morning Update 5.12.15

    Blogging Options: CBOE Morning Update 5.12.15

    The weakest Japanese bond auction in over six years, Greece staying solvent by delivering all cash reserves to the IMF, and profit taking are weighing heavily on US stock futures this morning.  European shares off ~1.5%, 10-year at 2.3%. Volatility as an asset class AOL (AOL) is up $7.75 to $50.34 in the premarket on Verizon (VZ) acquiring for $50 per share or $4.4B. May call option implied volatility is at 37, June is at 32; compared to its 90-day average of 30. IShares Barclay 20+ YR Treasury[...]

  • Market News | Blogging Options | Trader Talk | May 8, 2015, 7:58 AM

    Blogging Options: CBOE Morning Update 5.8.15

    Blogging Options: CBOE Morning Update 5.8.15

    April Non-Farm Payrolls showed a gain of 223K jobs, (226K expected),  jobless rate fell to 5.4%, not a surprise.  March Jobs revised lower by 39K to a gain of only 85K.  Participation rate up one tick.  Stock futures rally, as slowing economy should prevent early rate hikes.  FTSE up 2% on election results (Conservatives win big), other overseas markets also higher.  Options Institute and BofA Merrill welcomed 35 officers from 30 different countries attending US Naval[...]