NBG Archives - CBOE Blogs

  • VIX | Blogging Options | Trader Talk | Feb 23, 2015, 11:59 AM

    CBOE Mid-Day Update 2.23.15

    CBOE Mid-Day Update 2.23.15

    Volatility as an asset class Boeing (BA) is down $3.89 to $154.43 after Goldman cut its recommendation to Sell, with a $132 price target. February weekly call option implied volatility is at 23, March is at 18, April is at 17; compared to its 26-week average of 19. Global X FTSE Greece 20 ETF (GREK) is down 30c to $13.81 after a Greek deal on bailout program. March call option implied volatility is at 77, April is at 73, June is at 64; compared to its 26-week average of 52. National Bank of Greece[...]