$RIG Archives - Cboe Blogs

  • VIX | Blogging Options | Trader Talk | Feb 26, 2015, 11:56 AM

    CBOE Mid-Day Update 2.26.15

    CBOE Mid-Day Update 2.26.15

    Volatility as an asset class Kohl's (KSS) is recently up $1 to $71.90 on a better than expected Holiday Q4 quarter. March call option implied volatility is at 22, April is at 21, July is at 20; compared to its 26-week average of 22. Sears Holdings (SHLD) is recently down $2.78 to $35.12 after announcing progress towards forming a real-estate investment trust and a Q4 loss. March call option implied volatility is at 71, April is at 58, June is at 61; compared to its 26-week average of 60. Transocean[...]