$F Archives - CBOE Blogs

  • Blogging Options | Trader Talk | Apr 28, 2015, 7:58 AM

    Blogging Options: CBOE Morning Update 4.28.15

    Blogging Options: CBOE Morning Update 4.28.15

    Earnings in full swing this morning, led by Big Pharma's.  PFE beat but guided lower, while MRK and BMY were up slightly in the pre-market.  European shares getting whacked (lower by more than 1%) and UK economy slowing at a bad time - two weeks before an election.  Case-Shiller reports Home Prices rising, as expected.  FED Minutes tomorrow. Volatility as an asset class: Apple (AAPL) is up $1.35 to $131.63 in the preopen on Q2 revenue growth grew at a run-rate of 33% ex-currency[...]

  • VIX | Blogging Options | Trader Talk | Mar 30, 2015, 11:47 AM

    CBOE Mid-Day Update 3.30.15

    CBOE Mid-Day Update 3.30.15

    Volatility as an asset class Auto Manufacturer’s Option Implied Volatility flat into the start of the New York Auto Show Tesla (TSLA) is recently down $2 to $183.06. Over all option implied volatility of 42 compares to its 26-week average of 45. Ford (F) is recently up 24c to $16.22. Over all option implied volatility of 21 compares to its 26-week average of 24. Honda Motor Co (HMC) is recently up 17c to $33.63. Over all option implied volatility of 20 compares to its 26-week average of 22. General[...]

  • Market News | Mar 3, 2015, 11:53 AM

    CBOE Mid-Day Update 3.3.15

    CBOE Mid-Day Update 3.3.15

    Volatility as an asset class Ford (F) is recently down 47c to $16.10 after the automakers reported February sales fell about 2% last month compared to the prior year. March call option implied volatility is at 18, April is at 19, May and September is at 20; compared to its 26-week average of 23. General Motors (GM)  is recently down 13c to $37.47 after reporting February U.S. sales rose a bit over 4%, but that was below the nearly 6% increase that had been forecast by analysts. March call option[...]

  • VIX | Blogging Options | Trader Talk | Jan 29, 2015, 1:20 PM

    CBOE Mid-Day Update 1.29.14

    CBOE Mid-Day Update 1.29.14

    Volatility as an asset class Yahoo (YHOO) is recently down $3.25 to $43.20 following Alibaba's (BABA) weak earnings report. January weekly call option implied volatility is at 59, February weekly is at 45, February is at 38, March is at 38; compared to its 26-week average of 38. McDonald's (MCD) is recently up $3.74 to $92.49 after announcing a CEO change. February weekly call option implied volatility is at 20, February is at 18, March is at 17, June at 16; compared to its 26-week average of 18. Ford[...]

  • Market News | Blogging Options | Jan 23, 2015, 7:53 AM

    Blogging Options: CBOE Morning Update 1.23.15

    Blogging Options: CBOE Morning Update 1.23.15

    US Stocks and overseas markets flat to higher as investors weigh effect of European QE.  Euro approaches 112.  Death of King Abdullah puts little volatility in Oil markets as country will keep same policies.  GE flat after earnings.  F to take $800m currency charge.  New Home Sales and Leading Indicators later this morning.  Volatility as an asset class Starbucks (SBUX) is up $4.14 to $86.88 in the premarket after reporting better than expected Q1 EPS 80c and[...]

  • VIX | Blogging Options | Trader Talk | Jan 12, 2015, 11:32 AM

    CBOE Mid-Day Update 1.12.15

    CBOE Mid-Day Update 1.12.15

    Volatility as an asset class Auto manufacturer’s option implied volatility is mixed as the North American International Auto Show begins in Detroit. General Motors Co. (GM) over all option implied volatility of 27 compares to its 26-week average of 26. Toyota Motor Corp. (TM) over all option implied volatility of 20 compares to its 26-week average of 19. Tesla (TSLA) over all option implied volatility of 43 compares to its 26-week average of 46. Ford (F) over all option implied volatility of[...]