FXE Archives - Cboe Blogs

  • Market News | Dec 3, 2015, 3:27 PM

    Santa Claus Rally Hits Some European Ice

    Santa Claus Rally Hits Some European Ice

    Global market trade today has been dominated by reaction to the European Central Bank’s (ECB) decision and statement following their most recent meeting, which is being perceived as disappointing relative to expectations. Currencies and Bonds are at the forefront of the day’s activity, with the Euro (Currency) seeing it’s largest one day move since 2009 (in percentage terms). FXE, the Euro ETF proxy, is up over 3.1% to 107.20 after closing below 104.00 yesterday. Source: LiveVol[...]

  • VIX | Blogging Options | Trader Talk | Mar 12, 2015, 12:28 PM

    CBOE Mid-Day Update 3.12.15

    CBOE Mid-Day Update 3.12.15

    Volatility as an asset class Volatility has increased for currencies as the euro trades near a 12-year low. Euro Currency Trust (FXE) is recently up 79c to $104.45.  March weekly call option implied volatility is at 21, March is at 16, April is at 12, June is at 10; compared to its 26-week average of 10 according to Track Data, suggesting large near term price movement. PowerShares DB US Dollar Index Up (UUP) is recently down 16c to $26.20. Overall option implied volatility of 10 compares to[...]

  • VIX | Blogging Options | Trader Talk | Mar 10, 2015, 11:50 AM

    CBOE Mid-Day Update 3.10.15

    CBOE Mid-Day Update 3.10.15

    Volatility as an asset class Barnes & Noble (BKS) is recently down $2.09 to $22.77 on the bookseller sees FY15 retail SSS declining in low-single digits.  March call option implied volatility is at 39, April is at 38, July is at 37; compared to its 26-week average of 42. EMC (EMC) is recently down 60c to $27.26 on the information storage company sees EPS growth accelerating to double digits in 2018. March weekly call option implied volatility is at 30, March is at 24, April is at 23, July[...]