$ARUN Archives - CBOE Blogs

  • VIX | Blogging Options | Trader Talk | Mar 2, 2015, 1:10 PM

    CBOE Mid-Day Update 3.2.15

    CBOE Mid-Day Update 3.2.15

    Volatility as an asset class Lumber Liquidators (LL) is recently down $10.57 to $41.22 after '60 Minutes' alleges floor may violate health and safety violations.  March put option implied volatility is at 107, April is at 89, May is at 76; compared to its 26-week average of 52. Aruba Networks (ARUN) is recent down 36c to $24.45 after HP (HPQ) announced its acquiring the network company for $3B. March call option implied volatility is at 16, April is at 17; compared to its 26-week average of[...]