TBT Archives - Cboe Blogs

  • Market News | Nov 12, 2015, 10:13 AM

    Interest Rate Concerns – Chicago Presentations on Nov. 16; TLT ETF is Down 4.7%

    Interest Rate Concerns – Chicago Presentations on Nov. 16; TLT ETF is Down 4.7%

    Interest rate concerns have been in the news this month. Please see the bottom of this Blog for information about interest rate presentations In Chicago this Monday, November 16. A Nov. 4 news story on Bloomberg stated that – “Federal Reserve Chair Janet Yellen and New York Fed President William Dudley both said the central bank could boost interest rates as soon as next month, while Fed Vice Chairman Stanley Fischer voiced confidence that inflation isn’t too far below the central[...]

  • VIX | Blogging Options | Trader Talk | Jun 9, 2015, 1:37 PM

    CBOE Mid-Day Update 6.9.15

    CBOE Mid-Day Update 6.9.15

    Volatility as an asset class IShares Barclay 20+ YR Treasury ETF (TLT) is recently down 58c to $116.90 into FOMC meeting on June 16-17. June weekly call option implied volatility is at 16, June is at 17, July and August is at 16; compared to its 52-week range of 9 to 18. Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently up 50c to $50.78. June weekly call option implied volatility is at 30, June is at 33, July is at 31, August is at 32, September is at 33; compared to its 52-week range[...]

  • VIX | Blogging Options | Trader Talk | Jun 5, 2015, 12:20 PM

    CBOE Mid-Day Update 6.5.15

    CBOE Mid-Day Update 6.5.15

    Volatility as an asset class Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently up 93c to $49.69 on May nonfarm payrolls rise 280K and May Unemployment at 5.5%. 6/12/15 call option implied volatility is at 30, June is at 32, September is at 33; compared to its 52-week range of 18 to 35. IShares Barclay 20+ YR Treasury ETF (TLT) is recently down $1.25 to $117.80. 6/12/15 call option implied volatility is at 15, June and July is at 16; compared to its 52-week range of 9 to 18. Wal-Mart[...]

  • VIX | Blogging Options | Trader Talk | Jun 3, 2015, 12:43 PM

    CBOE Mid-Day Update 6.3.15

    CBOE Mid-Day Update 6.3.15

    Volatility as an asset class Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently up $1.35 to $50.08 as traders react to expectations of the FOMC raising rates. June weekly call option implied volatility is at 42, June is at 34, September is at 33; compared to its 52-week range of 18 to 35. IShares Barclay 20+ YR Treasury ETF volatility elevated (TLT) is recently down $1.94 to $117.48.  June weekly call option implied volatility is at 21, June is at 17, July is at 16; compared to[...]

  • VIX | Blogging Options | Trader Talk | May 6, 2015, 12:18 PM

    CBOE Mid-Day Update 5.6.15

    CBOE Mid-Day Update 5.6.15

    Volatility as an asset class Fossil (FOSL) is recently down $8.40 to $78.10 on less than expected guidance. May call option implied volatility is at 33, June is at 23; compared to its 52-week average of 51. Weight Watchers (WTW) is off $0.87 to $7.32 after reporting a less than expected Q1 revenue of $322.1M, compared to consensus $324.36M.  May call option implied volatility is at 107, June is at 92, July is at 81, October is at 96; compared to its 26-week average of 43. Proshares UltraShort[...]

  • VIX | Blogging Options | Trader Talk | May 5, 2015, 11:51 AM

    CBOE Mid-Day Update 5.5.15

    CBOE Mid-Day Update 5.5.15

    Volatility as an asset class Disney (DIS) is recently up $1.16 to $112.19 after reporting better than expected Q2 adjusted EPS $1.23, compared to consensus $1.11. May call option implied volatility is at 19, June is at 18, January is at 20; compared to its 52-week average of 23. Estee Lauder (EL) is recently up $4.95 to $88.30 on Q3 adjusted EPS 72c, compared to consensus 51c. May call option implied volatility is at 19, June 18, July is at 19; compared to its 26-week average of 21. Proshares UltraShort[...]

  • VIX | Blogging Options | Trader Talk | Mar 16, 2015, 11:52 AM

    CBOE Mid-Day Update 3.16.15

    CBOE Mid-Day Update 3.16.15

    Volatility as an asset class Procter & Gamble (PG) is recently up $1.64 to $83.46 on weighs deal for beauty brands, Bloomberg reports. March call option implied volatility is at 20, April and March is at 15; compared to its 26-week average of 15. Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently down 90c to $43.82 into the FOMC policy meeting decision on March 18. March call option implied volatility is at 44, April is at 31, June is at 29; compared to its 26-week average of 26. Life[...]

  • VIX | Blogging Options | Trader Talk | Mar 6, 2015, 1:05 PM

    CBOE Mid-Day Update 3.6.15

    CBOE Mid-Day Update 3.6.15

    Volatility as an asset class Apple (AAPL) is recently up $1.30 to $127.72 on the company replacing AT&T (T) in the Dow Jones Industrial Average on March 18.  March weekly call option implied volatility is at 29, March is at 28, April is at 27; compared to its 26-week average of 26. VIX methodology for Apple (VXAPL) up 2.6% to 29.53, compared to 50-day MA of 31.60. Apple (AAPL) replacing AT &T (T) in Dow Jones Industrial Average (DJX). Proshares UltraShort Barc 20 Year Treasury ETF (TBT)[...]

  • 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[...]

  • VIX | Blogging Options | Trader Talk | Dec 17, 2014, 12:04 PM

    CBOE Mid-Day Update 12.17.14

    CBOE Mid-Day Update 12.17.14

    Volatility as an asset class Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently up 66c to $46.22 into the FOMC policy statement.  December call option implied volatility is at 37, January is at 27, March is at 26; compared to its 26-week average of 24. IShares Barclay 20+ YR Treasury ETF (TLT) is recently down 93c to $126.68.  Overall option implied volatility of 15 is above its 26-week average of 11. Whirlpool (WHR) is recently up $9.28 to $183.82 on targeting to[...]