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  • VIX | Blogging Options | Trader Talk | Jun 4, 2015, 11:48 AM

    CBOE Mid-Day Update 6.4.15

    CBOE Mid-Day Update 6.4.15

    Volatility as an asset class Five Below (FEYE) is recently down after the discount retailer reported on better than expected Q1 results and raising 2015 outlook.  June call option implied volatility is at 33, July and August is at 32; compared to its 52-week range of 33 to 73. Ciena (CIEN) is recently up 46c to $24.90 after reporting better than expected Q2 results and a 2015 outlook. June weekly call option implied volatility is at 42, June is at 30, October is at 35; compared to its 52-week[...]

  • Market News | Blogging Options | Trader Talk | Jun 4, 2015, 8:33 AM

    Blogging Options: CBOE Morning Update 6.4.15

    Blogging Options: CBOE Morning Update 6.4.15

    Overseas markets soft this morning, Asian shares had been much lower before cutting losses by 2/3.  Weekly Jobless in line to slightly better, Greek situation may be clearer by tomorrow's close - we've heard that before. VIX Futures active in extended overnight session with overseas volatility increasing.  10-year yield ticked at 2.4% earlier.  Traders in Chicago pleased with BlackHawks win last night.  Volatility as an asset class DISH (DISH) is up $3.79 to $74.60 in the premarket[...]

  • VIX | Blogging Options | Trader Talk | Jun 3, 2015, 12:43 PM

    CBOE Mid-Day Update 6.3.15

    CBOE Mid-Day Update 6.3.15

    Volatility as an asset class Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently up $1.35 to $50.08 as traders react to expectations of the FOMC raising rates. June weekly call option implied volatility is at 42, June is at 34, September is at 33; compared to its 52-week range of 18 to 35. IShares Barclay 20+ YR Treasury ETF volatility elevated (TLT) is recently down $1.94 to $117.48.  June weekly call option implied volatility is at 21, June is at 17, July is at 16; compared to[...]

  • Market News | Blogging Options | Trader Talk | Jun 3, 2015, 8:12 AM

    Blogging Options: CBOE Morning Update 6.3.15

    Blogging Options: CBOE Morning Update 6.3.15

    ADP Payroll's for May showed a gain of 201K new jobs, somewhat tepid as 95% were in Service Sector.  April ADP with a slight revision downward.  Friday's NFP still looking in + 225K range.  European shares helping US Futures rally on ECB leaving rates unchanged as expected, but also hints of wiggle room on Greece debt payment due Friday.  Gold & Oil lower, yields higher.  Game #1 of NHL Finals tonight, Go Hawks.   Volatility as an asset class Ambarella (AMBA) is[...]

  • Trader Talk | Trade Ideas | Jun 2, 2015, 7:59 AM

    Blogging Options: CBOE Morning Update 6.2.15

    Blogging Options: CBOE Morning Update 6.2.15

    Greek creditors and government officials exchanging "final" offers, with markets weighing leaked details from both sides.  Will this finally be resolved?  Overseas markets mostly lower, 10-year yield up to 2.24%.  Richard Croft, R. N. Croft Financial, spoke at Option Education Day Forum in Vancouver last Saturday, saying Covered Write on stocks through August his choice, and buying calls due to low volatility when FED tightens (Sept.?) as earnings improve in Q3 & Q4.[...]

  • VIX | Blogging Options | Jun 1, 2015, 12:00 PM

    CBOE Mid-Day Update 6.1.15

    CBOE Mid-Day Update 6.1.15

    Volatility as an asset class Oncothyreon Inc. (ONTY) is recently up 60c to $4.03 after announcing positive data from the company's ongoing trials of ONT-380, an orally active, reversible and selective small-molecule HER2 inhibitor for the treatment of breast cancer, at the American Society of Clinical Oncology (ASCO) 2015 Annual Meeting.  June call option implied volatility is at 105, July is at 108, November is at 103; compared to its 52-week range of 63 to 288. ImmunoGen, Inc. (IMGN) is recently[...]

  • VIX | Blogging Options | Trader Talk | Jun 1, 2015, 7:52 AM

    Blogging Options: CBOE Morning Update 6.1.15

    Blogging Options: CBOE Morning Update 6.1.15

    Greece and China in the news as we roll into June trading.  Deal/no deal in Greece and mixed economic news reported in China have US futures up fractionally.  MSFT up $0.25 on Windows 10 launch date announcement.  Chicago traders happy about Hawks moving on to Stanley Cup finals. Volatility as an asset class The 'Majors' option implied volatilities is flat into OPEC meeting as WTI Crude Oil futures trade near $59 Exxon Mobil (XOM) June weekly option implied volatility of is at 17,[...]

  • Market News | VIX | Blogging Options | May 29, 2015, 3:00 PM

    The Weekly Options News Roundup – 5/29/2015

    The Weekly Options News Roundup – 5/29/2015

    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. Applause, Applause At the GlobalCapital Americas Derivatives Award ceremony in New York City Thursday evening, CBOE was named ‘Derivatives Exchange of the Year – Americas.’ Global Capital cited CBOE’s  “commitment to client service through its extended trading hours initiative, its[...]

  • VIX | Blogging Options | Trader Talk | May 29, 2015, 12:51 PM

    CBOE Mid-Day Update 5.29.15

    CBOE Mid-Day Update 5.29.15

    Volatility as an asset class Altera (ALTR) is recently up $2.18 to $49.15 after The New York Post, CNBC's David Faber and the FT indicated the chip making giant Intel (INTC) has resumed talks about potentially acquiring the company. June weekly call option implied volatility is at 77, June is at 57, September is at 34; compared to 52-week range of 18 to 89. Splunk (SPLK) is recently down $4.69 to $66.36 on week Q1 earnings and outlook. June weekly call option implied volatility is at 35, June and[...]

  • Blogging Options | Trader Talk | May 29, 2015, 7:40 AM

    Blogging Options: CBOE Morning Update 5.29.15

    Blogging Options: CBOE Morning Update 5.29.15

    First Quarter GDP, first revision showed a  drop of 0.7%, slightly less than anticipated.  Futures shrugging it off, still slightly in the negative.  Volatility as an asset class: GameStop (GME) is up $2.23 to $43.25 in the premarket after the gaming retailer reported Q1 EPS of $0.68, $0.09 better than the analyst estimate of $0.59. Same store sales increase 8.6% driven by 10% growth in new software sales.  May weekly call option implied volatility is at 140, June is at 46, July[...]

  • VIX | Blogging Options | Trader Talk | May 28, 2015, 12:07 PM

    CBOE Mid-Day Update 5.28.15

    CBOE Mid-Day Update 5.28.15

    Volatility as an asset class Popeyes (PLKI) is recently down 56c to $57.48 after reporting better than expected Q1 EPS on less than expected revenue. June call option implied volatility is at 29, July is at 28, August is at 30; compared to its 52-week range of 23-47. Abercrombie & Fitch (ANF) is recently up to $2.25 to $21.90 after reporting less than expected Q1 revenue and outlook and says SSS trend has continued to improve in May. June call option implied volatility is at 38, July is at 34,[...]

  • Market News | Blogging Options | Trader Talk | May 27, 2015, 7:54 AM

    Blogging Options: CBOE Morning Update 5.27.15

    Blogging Options: CBOE Morning Update 5.27.15

    Continuing uncertainties about Greece debt payments due this weekend have overseas markets jittery.  US stock futures look to rebound after yesterdays 1%   correction.  US option volume of ~15m contracts pretty average yesterday, with SPX trading 900K contracts and VIX 360K.  10-year near 2.15%.  What? Corruption at FIFA?  I'm shocked I tell you, shocked!  BlackHawks with elimination game tonight or their season shockingly over.  Volatility as an asset[...]

  • VIX | Blogging Options | Trader Talk | May 26, 2015, 12:45 PM

    CBOE Mid-Day Update 5.26.15

    CBOE Mid-Day Update 5.26.15

    Volatility as an asset class Time Warner Cable (TWC) and Charter (CHTR) volatility decreases on Charter purchasing Time Warner Cable for $55B Time Warner Cable (TWC) is recently up $7.78 to $178.96 on Charter (CHTR) agreeing to purchase for $195.71 a share, with $100 in cash and the remainder in its own stock. June volatility is at 17, compared to level of 30 from last week and its 52-week range of 12–44. Charter (CHTR) is recently down 30c to $175.04. June volatility is at 23, compared[...]

  • Blogging Options | Trader Talk | May 26, 2015, 8:06 AM

    Blogging Options: CBOE Morning Update 5.26.15

    Blogging Options: CBOE Morning Update 5.26.15

    Trains fairly empty this morning as traders return to a holiday shortened week.  April Durable Goods with a 0.5% drop (off 0.4% expected), after March revised higher.  Several housing reports and Consumer Confidence numbers later this morning. Nothing resolved in Greece over the weekend, European markets still jittery.  ~11.5K VIX Futures trade during early session.  10-year under 2.2%, Thrilling (not good) end to BlackHawks overtime loss last night.  Volatility an asset[...]

  • Market News | VIX | Blogging Options | May 22, 2015, 3:00 PM

    The Weekly Options News Roundup – 5/22/2015

    The Weekly Options News Roundup – 5/22/2015

    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. EUREKA!!!! Earlier this week, CBOE announced it has entered into an agreement with Eurekahedge, a hedge-fund research and data collection company, to collaborate on the development of a series of new benchmark indexes designed to measure the performance of hedge funds that use volatility-based investment strategies. “CBOE,[...]