$JACK Archives - CBOE Blogs

  • VIX | Blogging Options | Trader Talk | May 14, 2015, 12:16 PM

    CBOE Mid-Day Update 5.13.15

    CBOE Mid-Day Update 5.13.15

    Volatility as an asset class Kohl's (KSS) is recently is down $8.78 to $65.70 on weak February Same Store Sales. June call option implied volatility is at 25, July is at 24; compared to its 90-day average of 24. Vipshop (VIPS) is recently down $1.30 to $25.73 after reports Q1 adjusted EPS 13c, consensus 10c and inline revenue of $1.39B. May weekly call option implied volatility is at 48, June is at 47, August is at 51; compared to its 90-day average of 49. Jack in the Box (JACK) is recently down[...]