VZ Archives - Cboe Blogs

  • VIX | Blogging Options | Trader Talk | May 12, 2015, 7:59 AM

    Blogging Options: CBOE Morning Update 5.12.15

    Blogging Options: CBOE Morning Update 5.12.15

    The weakest Japanese bond auction in over six years, Greece staying solvent by delivering all cash reserves to the IMF, and profit taking are weighing heavily on US stock futures this morning.  European shares off ~1.5%, 10-year at 2.3%. Volatility as an asset class AOL (AOL) is up $7.75 to $50.34 in the premarket on Verizon (VZ) acquiring for $50 per share or $4.4B. May call option implied volatility is at 37, June is at 32; compared to its 90-day average of 30. IShares Barclay 20+ YR Treasury[...]

  • VIX | Blogging Options | Trader Talk | Apr 21, 2015, 11:51 AM

    CBOE Mid-Day Update 4.21.15

    CBOE Mid-Day Update 4.21.15

    Volatility as an asset class Teva (TEVA) is recently up $1.23 to $64.52 after proposing to acquire all of the outstanding shares of Mylan (MYL) in a transaction valued at $82.00 per Mylan share, with the consideration to be comprised of approximately 50% cash and 50% stock. April weekly call option implied volatility is at 49, May is at 39, June is at 29; compares to its 26-week average of 25. Mylan (MYL) is recently up $6.40 to $74.43.  April weekly all option implied volatility of 47, May[...]

  • Market News | VIX | Blogging Options | Trader Talk | Dec 9, 2014, 8:09 AM

    Blogging Options: CBOE Morning Update 12.9.14

    Blogging Options: CBOE Morning Update 12.9.14

    Greek shares off over 10% (bailout talks faltering and elections announced), Chinese shares in Shanghai lower by ~6% (tightened collateral rules) have US stock futures on edge.  European shares off ~1.5%, Gold higher, 10-year 2.23%.  Over 20 K VIX Futures trade in early session this morning.   JOLTS at 9am CDT. TMUS with interesting Convertible Preferred announced after the close. Volatility as an asset class VIX methodology for iShares Trust FTSE China 25 Index Fund (VXFXI) at[...]