CAT Archives - CBOE Blogs

  • VIX | Blogging Options | Trader Talk | Apr 23, 2015, 12:24 PM

    CBOE Mid-Day Update 4.23.15

    CBOE Mid-Day Update 4.23.15

    Volatility as an asset class PepsiCo (PEP) is recently down 94c to $96.34 on solid Q1 results and sees FY15 organic revenue growth in mid-single digits. May weekly call option implied volatility is at 15, June is at 13, July is at 12; compared to its 26-week average of 18. Caterpillar (CAT) is recently down 45c to $84.40 after raising its profit outlook for the year after reporting better than expected Q1 results. May weekly call option implied volatility is at 21, May is at 18, June is at 18, August[...]

  • Market News | VIX | Blogging Options | Trader Talk | Jan 27, 2015, 8:10 AM

    Blogging Options: CBOE Morning Update 1.27.15

    Blogging Options: CBOE Morning Update 1.27.15

    17,8  s 9   v 430 Ugly day on Wall Street - not the weather, earnings.  Several DJIA components have reported, with earnings missing and guidance lowered.  Durable Goods for December showed a surprising 3.4% drop (rise if 0.4% expected), X-transports --0.8% (+0.5% expected) and November revised sharply lower.  US stock futures had shown the DJIA opening down 200 points, after the Durables maybe 300 points.  Bonds rallying. 25K VIX futures trade in early session. [...]