$GIS Archives - Cboe Blogs

  • Market News | Mar 25, 2015, 12:12 PM

    CBOE Mid-Day Update 3.25.15

    CBOE Mid-Day Update 3.25.15

    Volatility as an asset class Kraft (KRFT) is recently up $23.66 to $84.97 on privately held H.J. Heinz Company announcing the purchase of Kraft. Heinz shareholders will own a 51% stake in a combined company, while Kraft shareholders will hold a 49% stake and receive a special cash dividend of $16.50 per share. April option implied volatility is at 29, May is at 25; compared to its 52-week average of 16. Peer April option implied volatility on Heinz merger agreement Campbell Soup (CPB) is recently[...]

  • VIX | Blogging Options | Trader Talk | Mar 18, 2015, 12:52 PM

    CBOE Mid-Day Update 3.18.15

    CBOE Mid-Day Update 3.18.15

    Volatility as an asset class Herbalife (HLF) is recently up $3.90 to $38.34 after winning dismissal of class action "pyramid scheme" lawsuit. March call option implied volatility is at 106, April is at 68, May is at 70; compared to its 26-week average of 65. General Mills (GIS) is recently down 45c to $51.60 after the food company's Q4 earnings beat estimates. March call option implied volatility of 24, April is at 17, July is at 16; compared to its 26-week average of 18 Navistar (NAV)[...]

  • Blogging Options | Mar 11, 2015, 7:34 AM

    Blogging Options: CBOE Morning Update 3.11.15

    Blogging Options: CBOE Morning Update 3.11.15

    US Markets with a small bounce higher after yesterday's smackdown.  EUR falls below 106.5 vs. the USD overnight.  General Mills off $0.71, Vera Bradley Q4 misses and is off $2.50, BUD up $2, EXPR beats and is up $1 in the pre-market.  European shares mostly higher.   Volatility as an asset class: Volatility has increased for currencies as the euro declined to a fresh 12-year low and negative German interest rates. Euro Currency Trust (FXE) is down 91c to $104.35 in the premarket.[...]