VXTYN Archives - CBOE Blogs

  • Blogging Options | Trader Talk | May 18, 2015, 8:03 AM

    Blogging Options: CBOE Morning Update 5.18.15

    Blogging Options: CBOE Morning Update 5.18.15

    Option expiration with good volume Friday. European markets weary of Greece drama, but it looks like something might be finalized in next 10 days.  US stock futures off fractionally.  Housing data today, tomorrow and Thursday will be watched.  10-year 2.18%.  Stories around about European banks being analyzed by credit agencies.   Long weekend coming up, details on trading schedule tomorrow.  Volatility as an asset class: ANN (ANN) is up $8.20 to $46.92 in the premarket[...]

  • Blogging Options | Trader Talk | May 14, 2015, 7:59 AM

    Blogging Options: CBOE Morning Update 5.14.15

    Blogging Options: CBOE Morning Update 5.14.15

    April PPI fell 0.4% (+0.1% expected), Core 0ff 0.2%.  Orders for machinery and oil prices major contributors to drop.  Weekly Jobless Claims come in less than anticipated.  Slow news day so far.  May option expiration tomorrow.  Traders talking about $VXTYN lately. Volatility as an asset class: Cisco (CSCO) is down $0.30 to $29.10 in the premarket after reporting Q3 EPS 54c, compared consensus of 53c.  May call option implied volatility is at 69, June is at 25, July[...]

  • VIX | Blogging Options | Trader Talk | Apr 24, 2015, 12:21 PM

    CBOE Mid-Day Update 4.24.15

    CBOE Mid-Day Update 4.24.15

    Volatility as an asset class Altera (ALTR) is recently down 46c to $41.63 after the semiconductor company reported Q1 results that missed expectations. May call option implied volatility is at 72, June is at 67, September is at 41; compared to its 26-week average of 28. American Airlines (AAL) is recently up $1.55 to $53 on Q1 earnings nearly doubling. May weekly call option implied volatility is at 34, May is at 37, June is at 34, August is at 36; compared to its 26-week average of 42. Comcast (CMCSA)[...]

  • Market News | Apr 8, 2015, 1:15 PM

    CBOE Mid-Day Update 4.8.15

    CBOE Mid-Day Update 4.8.15

    Volatility as an asset class Mylan (MYL) is recently up $7.63 to $67.06 after proposing to acquire Perrigo (PRGO) for $205 per share. April option implied volatility is at 45, May is at 38, July is at 34; compared to its 26-week average of 33. Perrigo (PRGO) is recently up $42.16 to $206.90. May call option implied volatility is at 36, August is at 36; compared to its 26-week average of 28. CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) -2% to 5.34 cboe.com/VXTYN CBOE Crude Oil Volatility[...]

  • VIX | Blogging Options | Trader Talk | Apr 7, 2015, 12:07 PM

    CBOE Mid-Day Update 4.7.15

    CBOE Mid-Day Update 4.7.15

    Volatility as an asset class JPMorgan (JPM) is recently up 63c to $61.10 after being upgraded to Outperform from Market Perform at Bernstein. April call option implied volatility is at 23, May is at 18, June is at 17, September is at 18; compared to its 26-week average of 20. Carnival (CCL) is recently up $1.38 to $49.14 after being upgraded to Outperform from Market Perform at Wells Fargo. April call option implied volatility is at 23, May is at 22, July is at 21; compared its 26-week average of[...]

  • VIX | Blogging Options | Trader Talk | Apr 6, 2015, 11:47 AM

    CBOE Mid-Day Update 4.6.15

    CBOE Mid-Day Update 4.6.15

    Volatility as an asset class Gang of four overall option implied volatility: Amazon.com (AMZN) overall option implied volatility of 32 is compares to its 26-week average of 28. Apple (AAPL) overall option implied volatility of 28 is compares to its 26-week average of 27. Google (GOOG overall option implied volatility of 24 is compares to its 26-week average of 22. Facebook (FB) overall option implied volatility of 31 is compares to its 26-week average of 32. CBOE/CBOT 10-year U.S. Treasury Note Volatility[...]

  • VIX | Blogging Options | Trader Talk | Mar 31, 2015, 12:15 PM

    CBOE Mid-Day Update 3.31.15

    CBOE Mid-Day Update 3.31.15

    Volatility as an asset class Charter Communications (CHTR) is recently up $13.28 to $196.67 after announcing that it will acquire Bright House Networks for $10.4B. April call option implied volatility is at 24, May is at 27, June is at 26; compared to its 26-week average of 25. Movado Group (MOV) is recently up $3.73 to $29.36 after the fine watch reported Q4 profits significantly surpassed analysts' consensus estimates. April call option implied volatility is at 36, May is at 30, June is at 33;[...]

  • Market News | VIX | Trader Talk | Mar 27, 2015, 3:37 PM

    The Weekly Options News Roundup – 3/27/2015

    The Weekly Options News Roundup – 3/27/2015

    The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets. CBOE Product Innovation Earlier in the month, CBOE held its annual Risk Management Conference in Carlsbad, California, where more than 300 industry professionals gathered to discuss all things VIX.  EQDerivatives’s Peter Thompson caught up with CBOE’s President and COO, Edward Provost to discuss CBOE’s[...]

  • VIX | Blogging Options | Trader Talk | Mar 17, 2015, 11:59 AM

    CBOE Mid-Day Update 3.17.15

    CBOE Mid-Day Update 3.17.15

    Volatility as an asset class CBOE Interest Rate 5 Year Note (FVX) is recently down 1.1% to 15.51 into Wednesday’s FOMC policy meeting decision CBOE Interest Rate 10-year T-Note (TNX) is recently down 1.9% to $20.59 compared to its 10-day moving average of 21.27. CBOE 30-Year Treasury Bond (TYX) closed is recently down 2.3% to 26.16; compared to its 10-day moving average of 27.14. CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) down 0.51% to 5.80 cboe.com/VXTYN CBOE EuroCurrency[...]

  • VIX | Blogging Options | Trader Talk | Mar 11, 2015, 12:43 PM

    CBOE Mid-Day Update 3.11.15

    CBOE Mid-Day Update 3.11.15

    Volatility as an asset class Express (EXPR) is recently up 36c to $15.31 after the retailer reported better than expected Q4 results and outlook. March call option implied volatility is at 42, April is at 36, July is at 38; compared to its 26-week average of 46. Mastercard (MA) is recently down $1.24 to $87.60 after 12.773M share Spot Secondary priced at $86.85. March call option implied volatility is at 23, April is at 21, May is at 22; compared to its 26-week average of 22. SanDisk (SNDK) is recently[...]

  • VIX | Blogging Options | Trader Talk | Mar 4, 2015, 12:03 PM

    CBOE Mid-Day Update 3.4.15

    CBOE Mid-Day Update 3.4.15

    Volatility as an asset class McDonald's (MCD) is recently up 7c to $99.81 after McDonald's USA announced new menu sourcing initiatives including only sourcing chicken raised without antibiotics that are important to human medicine. In addition, McDonald's U.S. restaurants will also offer customers milk jugs of low-fat white milk and fat-free chocolate milk from cows that are not treated with rbST, an artificial growth hormone.  March weekly call option implied volatility is at 34, March is at[...]

  • Market News | Mar 3, 2015, 11:53 AM

    CBOE Mid-Day Update 3.3.15

    CBOE Mid-Day Update 3.3.15

    Volatility as an asset class Ford (F) is recently down 47c to $16.10 after the automakers reported February sales fell about 2% last month compared to the prior year. March call option implied volatility is at 18, April is at 19, May and September is at 20; compared to its 26-week average of 23. General Motors (GM)  is recently down 13c to $37.47 after reporting February U.S. sales rose a bit over 4%, but that was below the nearly 6% increase that had been forecast by analysts. March call option[...]

  • VIX | Blogging Options | Trader Talk | Feb 27, 2015, 12:10 PM

    CBOE Mid-Day Update 2.27.15

    CBOE Mid-Day Update 2.27.15

    Volatility as an asset class J.C. Penney is recently down 45c to $8.67 after posting a surprise Q4 loss as higher operating expenses offset higher-than-expected sales. March weekly call option implied volatility is at 48, March calls are at 42, April is at 35; compared to its 26-week average of 54. Weight Watchers (WTW) is recently down $5.81 to $11.70 on a Q4 loss and plans to cut $100M in costs. March call option implied volatility is at 75, April is at 84, July is at 73; compared to its 26-week[...]

  • VIX | Blogging Options | Trader Talk | Feb 23, 2015, 11:59 AM

    CBOE Mid-Day Update 2.23.15

    CBOE Mid-Day Update 2.23.15

    Volatility as an asset class Boeing (BA) is down $3.89 to $154.43 after Goldman cut its recommendation to Sell, with a $132 price target. February weekly call option implied volatility is at 23, March is at 18, April is at 17; compared to its 26-week average of 19. Global X FTSE Greece 20 ETF (GREK) is down 30c to $13.81 after a Greek deal on bailout program. March call option implied volatility is at 77, April is at 73, June is at 64; compared to its 26-week average of 52. National Bank of Greece[...]

  • VIX | Trader Talk | Education | Futures | Feb 17, 2015, 1:45 PM

    VIX February Settlement Reminder: Wednesday 2.18.15

    VIX February Settlement Reminder: Wednesday 2.18.15

    Settlement Reminder: Today, Tuesday, February 17th is the last trading day for February in the following: VIX, RVX, VXN, GVZ, OVX, VXEEM, VXEWZ, and VXTYN futures and options. These contracts settle tomorrow, Wednesday morning, February 21st. We will post the settlement values when they are released tomorrow morning.