$teva Archives - CBOE Blogs

  • VIX | Blogging Options | Trader Talk | Apr 21, 2015, 11:51 AM

    CBOE Mid-Day Update 4.21.15

    CBOE Mid-Day Update 4.21.15

    Volatility as an asset class Teva (TEVA) is recently up $1.23 to $64.52 after proposing to acquire all of the outstanding shares of Mylan (MYL) in a transaction valued at $82.00 per Mylan share, with the consideration to be comprised of approximately 50% cash and 50% stock. April weekly call option implied volatility is at 49, May is at 39, June is at 29; compares to its 26-week average of 25. Mylan (MYL) is recently up $6.40 to $74.43.  April weekly all option implied volatility of 47, May[...]

  • Blogging Options | Trader Talk | Apr 21, 2015, 7:54 AM

    Blogging Options: CBOE Morning Update 4.21.15

    Blogging Options: CBOE Morning Update 4.21.15

    Markets look to add to yesterdays gains and Q1 earnings reports continue to flood in.  Overseas markets mostly higher, traders watching events overseas as a Chinese-owned company defaulted overnight and EU and Greece rhetoric getting louder.  May Crude futures expire today.  TEVA, Mylan merger being heard again this morning, Mylan had made a bid for Perrigo last week  MSCI EEM, EAFE Index options launch at CBOE this morning.  Volatility as an asset class IBM (IBM) is up $0.64[...]