$PG Archives - CBOE Blogs

  • Blogging Options | Trader Talk | Apr 23, 2015, 7:16 AM

    Blogging Options: CBOE Morning Update 4.23.15

    Blogging Options: CBOE Morning Update 4.23.15

    Earnings from major players hitting the tape (PG off $1.50, CAT up $3, GM misses on top and bottom line and is off $1) and more after the close. Chinese economic numbers (PMI) weak again but Asian shares slightly higher, Europe weak with DAX off 1.2%).  Housing data 30 minutes into trading day.  Volatility as an asset class Facebook (FB) is down $1.13 to $83.51 in the premarket on higher user growth and engagement driving strong ad growth, somewhat offset by foreign exchange headwinds and[...]

  • Blogging Options | Trader Talk | Apr 20, 2015, 7:45 AM

    Blogging Options: CBOE Morning Options 4.20.15

    Blogging Options: CBOE Morning Options 4.20.15

    US and European stock futures with a nice bounce (DAX up 1.4%) after last weeks pounding, Asian shares lower.  China cuts reserves a larger than expected 100 basis points.  Oil and Gold lower, bonds flat. Lots of earnings reports this week.  PG and COST raised dividends this morning. Option volume on Expiration Friday very good, as over 21.8  million contracts change hands, 1.15mm in SPX.   MSCI EEM, EAFE Index options launch tomorrow.  Volatility as an asset class: Morgan[...]

  • VIX | Blogging Options | Trader Talk | Mar 16, 2015, 11:52 AM

    CBOE Mid-Day Update 3.16.15

    CBOE Mid-Day Update 3.16.15

    Volatility as an asset class Procter & Gamble (PG) is recently up $1.64 to $83.46 on weighs deal for beauty brands, Bloomberg reports. March call option implied volatility is at 20, April and March is at 15; compared to its 26-week average of 15. Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently down 90c to $43.82 into the FOMC policy meeting decision on March 18. March call option implied volatility is at 44, April is at 31, June is at 29; compared to its 26-week average of 26. Life[...]

  • Market News | VIX | Blogging Options | Trader Talk | Jan 27, 2015, 8:10 AM

    Blogging Options: CBOE Morning Update 1.27.15

    Blogging Options: CBOE Morning Update 1.27.15

    17,8  s 9   v 430 Ugly day on Wall Street - not the weather, earnings.  Several DJIA components have reported, with earnings missing and guidance lowered.  Durable Goods for December showed a surprising 3.4% drop (rise if 0.4% expected), X-transports --0.8% (+0.5% expected) and November revised sharply lower.  US stock futures had shown the DJIA opening down 200 points, after the Durables maybe 300 points.  Bonds rallying. 25K VIX futures trade in early session. [...]