SHLD Archives - CBOE Blogs

  • Market News | Trader Talk | Trade Ideas | May 28, 2015, 2:04 PM

    Earnings Next Week - 6/1 - 6/5

    Earnings Next Week - 6/1 - 6/5

    We are probably hitting a lull in the earnings calendar next week with only seven stocks reporting. As always Max is the biggest gain in response to earnings, Min is the biggest drop, Abs Average is the average magnitude of the moves, and Last Q is what the stock did last quarter in response to earnings.  Finally, all numbers represent three years unless italicized which is this case is AMBA which has only 2 1/2 years of history to work with.

  • Blogging Options | Apr 13, 2015, 7:58 AM

    Blogging Options: CBOE Morning Update 4.13.15

    Blogging Options: CBOE Morning Update 4.13.15

    US futures and overseas markets drifting lower after several days of gains.  Chinese exports drop sharply, concerning to those worried about world economies slowing.  Oil higher, Gold lower, 10-year up fractionally.  Economic news later in the week, Q1 earnings ramp up as well. Exciting Masters championship over the weekend.  Volatility as an asset class: Qualcomm (QCOM) is up $3.34 to $72.50 in the preopen on Jana Partners urging the chip company to consider a breakup according[...]

  • Market News | Apr 1, 2015, 8:05 AM

    Blogging Options: CBOE Morning Update 4.1.15

    Blogging Options: CBOE Morning Update 4.1.15

    ADP March Employment disappointed big-time, showing a gain of 189K new jobs.  Lowest read in over a year, less than the ~225K expected.  Yields getting crushed pre-market.  PMI and ISM due in first half-hour of trading.  European shares mixed to higher.  VIX Futures active in early session with ~18K trading hands.  Free webinar after the close, 3:30 CDT at cboe.com on Russell (RUT) options.   GoDaddy (GDDY) IPO today, we hear $20 was the IPO price.  Volatility[...]

  • VIX | Blogging Options | Trader Talk | Feb 26, 2015, 11:56 AM

    CBOE Mid-Day Update 2.26.15

    CBOE Mid-Day Update 2.26.15

    Volatility as an asset class Kohl's (KSS) is recently up $1 to $71.90 on a better than expected Holiday Q4 quarter. March call option implied volatility is at 22, April is at 21, July is at 20; compared to its 26-week average of 22. Sears Holdings (SHLD) is recently down $2.78 to $35.12 after announcing progress towards forming a real-estate investment trust and a Q4 loss. March call option implied volatility is at 71, April is at 58, June is at 61; compared to its 26-week average of 60. Transocean[...]

  • 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)[...]