ALTR Archives - CBOE Blogs

  • VIX | Blogging Options | Trader Talk | May 29, 2015, 12:51 PM

    CBOE Mid-Day Update 5.29.15

    CBOE Mid-Day Update 5.29.15

    Volatility as an asset class Altera (ALTR) is recently up $2.18 to $49.15 after The New York Post, CNBC's David Faber and the FT indicated the chip making giant Intel (INTC) has resumed talks about potentially acquiring the company. June weekly call option implied volatility is at 77, June is at 57, September is at 34; compared to 52-week range of 18 to 89. Splunk (SPLK) is recently down $4.69 to $66.36 on week Q1 earnings and outlook. June weekly call option implied volatility is at 35, June and[...]

  • VIX | Blogging Options | Trader Talk | Apr 24, 2015, 12:21 PM

    CBOE Mid-Day Update 4.24.15

    CBOE Mid-Day Update 4.24.15

    Volatility as an asset class Altera (ALTR) is recently down 46c to $41.63 after the semiconductor company reported Q1 results that missed expectations. May call option implied volatility is at 72, June is at 67, September is at 41; compared to its 26-week average of 28. American Airlines (AAL) is recently up $1.55 to $53 on Q1 earnings nearly doubling. May weekly call option implied volatility is at 34, May is at 37, June is at 34, August is at 36; compared to its 26-week average of 42. Comcast (CMCSA)[...]