GMCR Archives - CBOE Blogs

  • Market News | VIX | Blogging Options | Trader Talk | May 7, 2015, 8:07 AM

    Blogging Options: CBOE Morning Update 5.7.15

    Blogging Options: CBOE Morning Update 5.7.15

    Stock valuations are "generally quite high".  In a redux of "irrational exuberance", Chairperson Yellon stopped yesterday's market bounce, giving investors and traders an excuse for profit taking.  Earnings take charge again this morning, including BABA up $8, PCLN off $40 as both beat street estimates.  Asian shares lower, Europe mixed to lower. 18K VIX Futures in early session after 215K trade yesterday.  UK election today, early results before US close.[...]

  • VIX | Blogging Options | Trader Talk | Feb 5, 2015, 12:18 PM

    CBOE Mid-Day Update 2.5.15

    CBOE Mid-Day Update 2.5.15

    Volatility as an asset class Green Mountain Coffee (GMCR) is recently down $5.30 to $115.90 after reporting a Q1 EPS beat but a sales miss and reduced FY15 sales guidance mostly due to currency drag. February call option implied volatility is at 40, March and April is at 34; compared to its 26-week average of 42. Sprint (S) is recently up 30c to $4.87 after reporting Q3 platform net additions of 967K. February call option implied volatility is at 58, March is at 54, April is at 51, June is at 50;[...]

  • VIX | Blogging Options | Trader Talk | Jan 2, 2015, 11:53 AM

    CBOE Mid-Day Update 1.2.15

    CBOE Mid-Day Update 1.2.15

    Volatility as an asset class S&P 500 Top Best Performers of 2014 have mixed option implied volatility Mallinckrodt (MNK) overall option implied volatility of 38 compares to its 26-week average of 35. Delta Air Lines (DAL) overall option implied volatility of 37 compares to its 26-week average of 36. Keurig Green Mountain (GMCR) overall option implied volatility of 32 compares to its 26-week average of 33. Royal Caribbean (RCL) overall option implied volatility of 32 compares to its 26-week average[...]