$OVX$VIX Archives - Cboe Blogs

  • VIX | Blogging Options | Trader Talk | May 6, 2015, 12:18 PM

    CBOE Mid-Day Update 5.6.15

    CBOE Mid-Day Update 5.6.15

    Volatility as an asset class Fossil (FOSL) is recently down $8.40 to $78.10 on less than expected guidance. May call option implied volatility is at 33, June is at 23; compared to its 52-week average of 51. Weight Watchers (WTW) is off $0.87 to $7.32 after reporting a less than expected Q1 revenue of $322.1M, compared to consensus $324.36M.  May call option implied volatility is at 107, June is at 92, July is at 81, October is at 96; compared to its 26-week average of 43. Proshares UltraShort[...]