XLV Archives - CBOE Blogs

  • VIX | Blogging Options | Trader Talk | May 18, 2015, 12:20 PM

    CBOE Mid-Day Update 5.18.15

    CBOE Mid-Day Update 5.18.15

    Volatility as an asset class S&P 500 ticks new life high The S&P 500 (SPY) index has ticked a marginal new life high at 2127.45. May weekly and June call option implied volatility is at 11; compared to its 90-day average of 13. Technology Sector SPDR (XLK) May weekly and June call option implied volatility is at 13; compared to its 90-day average of 15. Financial Sector SPDR (XLF) May weekly and June call option implied volatility is at 14; compared to its 90-day average of 14. Consumer Discretionary[...]