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  • VIX | Blogging Options | Trader Talk | Dec 4, 2014, 12:49 PM

    CBOE Volatility Update 12.4.14

    CBOE Volatility Update 12.4.14

    Volatility as an asset class Sears Holdings (SHLD) is recently down 55c to $33.73 after reporting a Q3 loss of $5.15 per share on larger debt levels. December call option implied volatility is at of 67, January is at 70, March is at 65; compared to its 26-week average of 58. Kroger (KR) is recently up $2.12 to $60.77 on the grocery company sees FY15 EPS growth of 8%-11%. December call option implied volatility is at 18, January and April is at 16; compared to its 26-week average of 21. Express (EXPR)[...]

  • Blogging Options | Dec 4, 2014, 8:25 AM

    Blogging Options: CBOE Morning Update 12.4.14

    Blogging Options: CBOE Morning Update 12.4.14

    US stock futures mixed as ECB leaves rates unchanged.  Weekly Jobless a tad higher than expected.  NFP Parroll Report main economic item traders watching. Oil prices fractionally lower.  10-year 2.275%.  Volatility as an asset class: Disney (DIS) is up $).39 to $93.50 in the premarket after declaring an annual cash dividend of $1.15 per share, up 34%, or 29c per share. December call option implied volatility is at 16, January is at 15; compared to its 26-week average of 21. Aeropostale[...]

  • VIX | Blogging Options | Trader Talk | Dec 3, 2014, 12:00 PM

    CBOE Mid-Day Update 12.3.14

    CBOE Mid-Day Update 12.3.14

    Volatility as an asset class Energy indexes and ETF option implied volatility decreases three-year highs as energy prices stabilize Energy Select Sector SPDR (XLE) is recently up 1.13 to $82.13. December weekly call option implied volatility is at 39, December is at 24; compared to a level of 27 from December 2 and its 26-week average of 18. Oil Services Holders Trust (OIH) is recently up 71c to $38.10. December weekly call option implied volatility is at 59, December is at 34, January is at 33;[...]

  • Market News | Dec 3, 2014, 8:25 AM

    Blogging Options: CBOE Morning Update 12.3.14

    Blogging Options: CBOE Morning Update 12.3.14

    ADP Employment Report for November showed a less than expected growth of 208K jobs (mid-220's expected).  Several Retailers in the news.  Abercrombie (ANF) up $0.15 on good sales but cautious guidance, TJX up $1 on light volume after an upgrade, TGT lawsuits continue.  10-year still below 2.3%.  ISM later this morning. Volatility as an asset class: European energy stocks option implied volatility is elevated as Brent Crude Oil stabilizes at $71 BP (BP) overall option implied volatility[...]

  • Market News | Blogging Options | Trader Talk | Dec 2, 2014, 8:15 AM

    Blogging Options: CBOE Morning Update 12.2.14

    Blogging Options: CBOE Morning Update 12.2.14

    Biogen (BIIB) getting the attention of traders this morning, as positive early results of a new alzheimer's drug (BIIB 37) announced at a DB conference have pushed shares higher by $28. FDX upgraded, AAPL downgraded, off $1 in early trading after falling yesterday. Oil stabilizes overnight.  Volatility as an asset class: Energy stocks and ETF option implied volatility increases as oil prices stabilize. United States Natural Gas Fund (UNG) overall option implied volatility of 49 compares to its[...]

  • VIX | Blogging Options | Trader Talk | Dec 1, 2014, 11:56 AM

    CBOE Mid-Day Update 12.1.14

    CBOE Mid-Day Update 12.1.14

    Volatility as an asset class Energy indexes and ETF option implied volatility has increased on wide oil and gas price movement. Energy Select Sector SPDR (XLE) December weekly call option implied volatility is at 39, December is at 30; compared to its 26-week average of 18. Oil Services Holders Trust (OIH) December weekly call option implied volatility is at 64, December is at 41, January is at 37; compared to its 26-week average of 22. United States Oil Fund (USO) December weekly call option implied[...]

  • Market News | Dec 1, 2014, 8:00 AM

    Blogging Options: CBOE Morning Update 12.1.14

    Blogging Options: CBOE Morning Update 12.1.14

    Japan rating lowered by 2 notches at Moody's and OPEC's decision to not curtail production the talk of the trading floor.  Oil producing countries currencies getting hit, slower growth in China and Europe all leaning on US stock futures.  Volatility as an asset class Cyber Monday retailers option implied volatility is at low end of range. Amazon.com (AMZN) overall option implied volatility of 37 compares to its 26-week average of 29. eBay (EBAY) overall option implied volatility of 28 is[...]