SPWR Archives - CBOE Blogs

  • VIX | Blogging Options | Trader Talk | Feb 24, 2015, 11:50 AM

    CBOE Mid-Day Update 2.24.15

    CBOE Mid-Day Update 2.24.15

    Volatility as an asset class Macy's (M) is recently down $2.34 to $61.93 after inline Q4 results and giving a cautious 2015 outlook. March call option implied volatility is at 21, April is at 20, May is at 21, August is at 20; compared to its 26-week average of 25. SunPower (SPWR) is recently up $4.78 to $32.58, and First Solar (FSLR) is up $6.89 to $56.50, after companies announced that they are in advanced talks to form a joint YieldCo vehicle. SPWR March and April call option implied volatility[...]