$HOG Archives - CBOE Blogs

  • VIX | Blogging Options | Trader Talk | Apr 21, 2015, 11:51 AM

    CBOE Mid-Day Update 4.21.15

    CBOE Mid-Day Update 4.21.15

    Volatility as an asset class Teva (TEVA) is recently up $1.23 to $64.52 after proposing to acquire all of the outstanding shares of Mylan (MYL) in a transaction valued at $82.00 per Mylan share, with the consideration to be comprised of approximately 50% cash and 50% stock. April weekly call option implied volatility is at 49, May is at 39, June is at 29; compares to its 26-week average of 25. Mylan (MYL) is recently up $6.40 to $74.43.  April weekly all option implied volatility of 47, May[...]