PCLN Archives - CBOE Blogs

  • VIX | Blogging Options | Trader Talk | May 7, 2015, 12:17 PM

    CBOE Mid-Day Update 5.7.15

    CBOE Mid-Day Update 5.7.15

    Volatility as an asset class Alibaba (BABA) is recently up $5.57 to $85.59 after reporting quarterly results and new CEO.  May call option implied volatility is at 31, June is at 27, July is at 26; compared to its 26-week average of 34. Priceline.com (PCLN) is recently down $42.15 to $1,222.07 on below consensus Q2 outlook on currency and growth conservatism. May call option implied volatility is at 24, June is at 23, July is at 22; compared to its 26-week average of 32. TripAdvisor (TRIP) is[...]

  • Blogging Options | Trader Talk | Mar 19, 2015, 12:50 PM

    CBOE Mid-Day Update 3.19.15

    CBOE Mid-Day Update 3.19.15

    Fairly heave option volume mid-day as traders and investors digest removal of "patient" from FED comments, which was expected. SPX traded ~700K contracts, while VIX with 200K and VIX Futures 71K.  Sounds of basketballs bouncing reverberate around trading floors and desks across the US.  GS down $2, PCLN lower by $6.  Volatility as an asset class:  (We'll miss you Gail Osten - Those we held in our arms for a little while, we hold in our hearts forever). Facebook (FB)[...]