JWN Archives - CBOE Blogs

  • VIX | Blogging Options | Trader Talk | Feb 20, 2015, 11:30 AM

    CBOE Mid-Day Update 2.20.15

    CBOE Mid-Day Update 2.20.15

    Volatility as an asset class John Deere (DE) is recently down 26c to $91.42 after farm, construction and forestry equipment maker cut its fiscal 2015 income forecast earlier in conjunction with its Q1 report. February weekly call option implied volatility is at 21, March is at 18, June is at 17; compared to its 26-week average of 20. Noodles & Company is recently down after saying 2015 earnings growth will be at the low end of range. March call option implied volatility is at 55, May is at 54,[...]