UUP Archives - Cboe Blogs

  • VIX | Blogging Options | Trader Talk | Mar 12, 2015, 12:28 PM

    CBOE Mid-Day Update 3.12.15

    CBOE Mid-Day Update 3.12.15

    Volatility as an asset class Volatility has increased for currencies as the euro trades near a 12-year low. Euro Currency Trust (FXE) is recently up 79c to $104.45.  March weekly call option implied volatility is at 21, March is at 16, April is at 12, June is at 10; compared to its 26-week average of 10 according to Track Data, suggesting large near term price movement. PowerShares DB US Dollar Index Up (UUP) is recently down 16c to $26.20. Overall option implied volatility of 10 compares to[...]