HAL Archives - CBOE Blogs

  • Blogging Options | Trader Talk | Apr 20, 2015, 7:45 AM

    Blogging Options: CBOE Morning Options 4.20.15

    Blogging Options: CBOE Morning Options 4.20.15

    US and European stock futures with a nice bounce (DAX up 1.4%) after last weeks pounding, Asian shares lower.  China cuts reserves a larger than expected 100 basis points.  Oil and Gold lower, bonds flat. Lots of earnings reports this week.  PG and COST raised dividends this morning. Option volume on Expiration Friday very good, as over 21.8  million contracts change hands, 1.15mm in SPX.   MSCI EEM, EAFE Index options launch tomorrow.  Volatility as an asset class: Morgan[...]

  • VIX | Blogging Options | Trader Talk | Dec 8, 2014, 12:00 PM

    CBOE Mid-Day Update 12.8.14

    CBOE Mid-Day Update 12.8.14

    Volatility as an asset class Large Cap oil Services Company’s volatility is elevated as WTI Crude oil trades near $65 Baker Hughes (BHI) overall option implied volatility of 34 compares to its 26-week average of 28. Dril-Quip (DRQ) overall option implied volatility of 35 compares to its 26-week average of 29. Halliburton (HAL) overall option implied volatility of 40 compares to its 26-week average of 29. National Oilwell (NOV) overall option implied volatility of 30 compares to its 26-week[...]