$UCO Archives - Cboe Blogs

  • VIX | Blogging Options | Trader Talk | Jan 5, 2015, 12:00 PM

    CBOE Mid-Day Update 1.5.14

    CBOE Mid-Day Update 1.5.14

    Volatility as an asset class iPath S&P GSCI Crude Oil Total Return (OIL) is recently down 60c to $11.61 as WTI crude oil trades below $51.  January call option implied volatility is at 67, February is at 62; compared to its 26-week average of 27. Energy Select Sector SPDR (XLE) is recently down $3.39 to $76.14. January weekly call option implied volatility is at 41, January is 34, March is at 32; compared to its 26-week average of 21. ProShares Ultra DJ-UBS Crude Oil (UCO) is recently down[...]

  • VIX | Blogging Options | Trader Talk | Dec 26, 2014, 12:55 PM

    CBOE Mid-Day Update 12.26.14

    CBOE Mid-Day Update 12.26.14

    Volatility as an asset class Oil indexes and ETF option implied volatility is elevated as WTI Crude oil trades below $57 ProShares Ultra DJ-UBS Crude Oil (UCO) overall option implied volatility of 92 compares to its 26-week average of 45. Energy Select Sector SPDR (XLE) overall option implied volatility of 26 compares to its 26-week average of 23. United States Natural Gas Fund (UNG) overall option implied volatility of 59 compares to its 26-week average of 37. Oil Services Holders Trust (OIH) overall[...]

  • VIX | Blogging Options | Trader Talk | Dec 16, 2014, 11:43 AM

    CBOE Mid-Day Update 12.16.14

    CBOE Mid-Day Update 12.16.14

    Volatility as an asset class iPath S&P GSCI Crude Oil Total Return (OIL) is recently up 22c to $13.26 as WTI crude oil trades above $56.  Overall option implied volatility of 60 compares to its 26-week average of 25. Energy Select Sector SPDR (XLE) is recently up $2.09 to $75.49. December call option implied volatility is at 40, January is 35, March is at 33; compared to its 26-week average of 20. ProShares Ultra DJ-UBS Crude Oil (UCO) is recently up 26c to $11.39. Overall option implied[...]