OVX Archives - Cboe Blogs

  • Market News | VIX | Dec 5, 2014, 2:30 PM

    The Weekly Options News Roundup – 12/5/2014

    The Weekly Options News Roundup – 12/5/2014

    The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets.       CBOE.com 2.0 CBOE recently introduced a newly enhanced website that offers easier navigation and search capabilities, updated and revised educational content and a responsive design that optimizes desktop, mobile phone and table viewing.  Check out all its features at http://www.cboe.com/. “CBOE[...]

  • Market News | Dec 5, 2014, 12:15 PM

    CBOE Mid-Day Update 12.5.14

    CBOE Mid-Day Update 12.5.14

    Volatility as an asset class Ulta Salon (ULTA) is recently up $5.39 to $131.16 on strong profit and revenue growth.  December call option implied volatility is at 31, January is at 28, March is at 32; compared to its 26-week average of 34. Five Below (FIVE) is recently down $5.33 to $37.52 after Q4 outlook misses expectations. December call option implied volatility is at 39, January is at 41, February is at 47; compared to its 26-week average of 46. Gap (GPS) is recently up 94c to $41.50 after[...]

  • VIX | Blogging Options | Trader Talk | Dec 4, 2014, 12:49 PM

    CBOE Volatility Update 12.4.14

    CBOE Volatility Update 12.4.14

    Volatility as an asset class Sears Holdings (SHLD) is recently down 55c to $33.73 after reporting a Q3 loss of $5.15 per share on larger debt levels. December call option implied volatility is at of 67, January is at 70, March is at 65; compared to its 26-week average of 58. Kroger (KR) is recently up $2.12 to $60.77 on the grocery company sees FY15 EPS growth of 8%-11%. December call option implied volatility is at 18, January and April is at 16; compared to its 26-week average of 21. Express (EXPR)[...]

  • Market News | Dec 1, 2014, 1:15 PM

    OVX (Oil VIX) Rose a Record 118.5%, GVZ (Gold VIX) Up 96% In Past 3 Months

    OVX (Oil VIX) Rose a Record 118.5%, GVZ (Gold VIX) Up 96% In Past 3 Months

    Over the past three calendar months (September through November) – The CBOE Crude Oil ETF Volatility Index (OVX) rose 119%, the highest percentage rise for OVX over three calendar months since the inception of OVX price history in 2007. The CBOE Gold ETF Volatility Index (GVZ) rose 96%. The spot prices for crude oil (WTI) fell 31.1%,  gold fell 9.3%. The market capitalizations for Apple (AAPL) stock rose 14%, and for Exxon Mobil (XOM) stock fell 10%. THREE VOLATILITY INDEXES Investors[...]