$PRGO Archives - CBOE Blogs

  • Market News | Apr 8, 2015, 1:15 PM

    CBOE Mid-Day Update 4.8.15

    CBOE Mid-Day Update 4.8.15

    Volatility as an asset class Mylan (MYL) is recently up $7.63 to $67.06 after proposing to acquire Perrigo (PRGO) for $205 per share. April option implied volatility is at 45, May is at 38, July is at 34; compared to its 26-week average of 33. Perrigo (PRGO) is recently up $42.16 to $206.90. May call option implied volatility is at 36, August is at 36; compared to its 26-week average of 28. CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) -2% to 5.34 cboe.com/VXTYN CBOE Crude Oil Volatility[...]