Blogging Options Archives - CBOE Blogs

  • VIX | Blogging Options | Trader Talk | Jan 2, 2015, 11:53 AM

    CBOE Mid-Day Update 1.2.15

    CBOE Mid-Day Update 1.2.15

    Volatility as an asset class S&P 500 Top Best Performers of 2014 have mixed option implied volatility Mallinckrodt (MNK) overall option implied volatility of 38 compares to its 26-week average of 35. Delta Air Lines (DAL) overall option implied volatility of 37 compares to its 26-week average of 36. Keurig Green Mountain (GMCR) overall option implied volatility of 32 compares to its 26-week average of 33. Royal Caribbean (RCL) overall option implied volatility of 32 compares to its 26-week average[...]

  • Market News | VIX | Blogging Options | Trader Talk | Jan 2, 2015, 8:20 AM

    Blogging Options: CBOE Morning Update 1.2.15

    Blogging Options: CBOE Morning Update 1.2.15

    2014 ended the year showing a gain for the DJIA of ~7% and the SPX & NDX of 11%.  Great recap of 2014 Volatility by Russell Rhoads on VIX and several sectors in yesterdays posts. Stock Futures modestly higher as we begin trading in 2015.  WTI and Brent Crude down 2% to 3%.  Overseas markets soft.  Asian markets lower as Chinese economic news shows a stagnating economy, while European Purchasing Managers shows similar.  ISM report due out at 900am CST.  VIX Futures[...]

  • VIX | Blogging Options | Trader Talk | Dec 31, 2014, 1:45 PM

    Blogging Options: CBOE Mid-Day Commentary 12.31.14

    Blogging Options: CBOE Mid-Day Commentary 12.31.14

    Stocks drifting at lower levels as the final bell of 2014 grows near.  SPX & NASDAQ with double-digit gains for 2014.  Volume very light early this afternoon, as expected.  VIX up 20% to trade with a 19 handle. Have a good New Years Eve and day, Don't forget Chicago BlackHawks at noon CST tomorrow as they play outdoors in Washington, D.C.  Volatility as an asset class Technology device stocks option implied volatility is flat into International CES that opens in Las Vegas[...]

  • Blogging Options | Trader Talk | Dec 31, 2014, 8:18 AM

    Blogging Options: CBOE Morning Update 12.31.14

    Blogging Options: CBOE Morning Update 12.31.14

    US Stock futures up fractionally, Weekly Claims rise a little more than expected, Crude drops again, trading below $53 per bbl.  Kink Abdullah of Saudi Arabia reportedly hospitalized for tests mat be adding to price instability.  10-year 2.18%. Regular trading hours today.  Volatility as an asset class: Chevron (CVX) is down 60c to $112.51 in the premarket as WTI Crude Oil trades below $54. January call option implied volatility is at 30, March at 23; compared to its 26-week average[...]

  • Market News | Blogging Options | Dec 30, 2014, 8:10 AM

    Blogging Options: COE Morning Update 12.30.14

    Blogging Options: COE Morning Update 12.30.14

    Quiet overnight - Asia and Europe off ~1% -  as traders watch Greece and Brent Crude. 10-Year at 2.17%, 30-Year at 2.74%. Little economic news to push stocks today. TSLA off on light volume as China expected to extend tax credits on battery powered vehicles for an additional 4 years.  Full trading schedule tomorrow, New Years Eve.  Volatility as an asset class Option implied volatility stays elevated for oil ETF’s as WTI Crude Oil trades at five-and-half year lows on oversupply Energy[...]

  • Market News | Blogging Options | Dec 29, 2014, 1:32 PM

    Blogging Options: CBOE Mid-day Update 12.29.14

    Blogging Options: CBOE Mid-day Update 12.29.14

    Volatility as an asset class VIX methodology for Goldman Sachs (VXGS) up 3.3% to 24.66, compared to its 50-day moving average of 22.07. cboe.com/VXGS VIX methodology for Apple (VXAPL) up 3.3% to 29.83 compared to its 50-day moving average of 25.68. cboe.com/VXAPL VIX methodology for Amazon (VXAZN) up 3.7% to at 37.12, compared to its 50-day moving average of 32.83. cboe.com/VXAZN VIX methodology for Google (VXGOG) up 5% to 25.98, compared to its 50-day moving[...]

  • VIX | Blogging Options | Trader Talk | Dec 29, 2014, 8:08 AM

    Blogging Options: CBOE Morning Update 12.29.14

    Blogging Options: CBOE Morning Update 12.29.14

    Markets digesting the gains of the last few weeks.  Elections in Greece trying to pull markets lower this morning, and oil disruptions in Libya have Brent Crude trading higher.  Full trading schedule through Wednesday, trains empty on way in this morning.  Volatility as an asset class Manitowoc (MTW) is up $2.09 to $23.01 in the pre-market after activist investor Carl Icahn revealed in a regulatory filing that he has taken a 7.7% stake in the maker of heavy cranes and food service[...]

  • VIX | Blogging Options | Trader Talk | Dec 26, 2014, 12:55 PM

    CBOE Mid-Day Update 12.26.14

    CBOE Mid-Day Update 12.26.14

    Volatility as an asset class Oil indexes and ETF option implied volatility is elevated as WTI Crude oil trades below $57 ProShares Ultra DJ-UBS Crude Oil (UCO) overall option implied volatility of 92 compares to its 26-week average of 45. Energy Select Sector SPDR (XLE) overall option implied volatility of 26 compares to its 26-week average of 23. United States Natural Gas Fund (UNG) overall option implied volatility of 59 compares to its 26-week average of 37. Oil Services Holders Trust (OIH) overall[...]

  • Blogging Options | Trader Talk | Dec 26, 2014, 8:14 AM

    Blogging Optiions: CBOE Morning Update 12.26.14

    Blogging Optiions: CBOE Morning Update 12.26.14

    Regular trading hours today but trains empty into work this morning.  Boxing Day holiday today, several major exchanges around world are closed  (England, Hong Kong, Australia, etc., and as St Stephens Day in South Africa). Futures higher, trying to add on to Wednesdays (light volume) higher close.  Brent Crude above $60 bbl, Nat Gas ticked below $3 this morning.  Russia says Ruble crisis over, so that's good.  Volatility as an asset class: Market-Vector Russia ETF Trust[...]

  • VIX | Blogging Options | Trader Talk | Dec 24, 2014, 11:36 AM

    CBOE Mid-Day Update 12.24.14

    CBOE Mid-Day Update 12.24.14

    Volatility as an asset class Global option implied volatility stays elevated on wide price movement iShares FTSE Xinhua China 25 Index (FXI) overall option implied volatility of 24 compares to its 26-week average of 20. MSCI Brazil Index (EWZ) overall option implied volatility of 31 compares to its 26-week average of 29. iShares MSCI Germany (EWG) overall option implied volatility of 24 compares to its 26-week average of 20. Active options at CBOE: AAPL TSLA TWTR AMZN FB PBR GILD Options with increasing[...]

  • Market News | Blogging Options | Trade Ideas | Dec 24, 2014, 7:45 AM

    Blogging Options: CBOE Morning Update 12.24.14

    Blogging Options: CBOE Morning Update 12.24.14

    Holiday shortened trading schedule today in US, Europe on early schedule as well.  Weekly Claims with a slight drop. Crude lower.  US Futures up modestly. Volatility as an asset class: Large Cap oil Services Company’s volatility is elevated as WTI Crude oil trades below $56 Baker Hughes (BHI) overall option implied volatility of 36 compares to its 26-week average of 28. Halliburton (HAL) overall option implied volatility of 38 compares to its 26-week average of 29. National Oilwell[...]

  • VIX | Blogging Options | Trader Talk | Dec 23, 2014, 12:00 PM

    CBOE Mid-Day Update 12.23.14

    CBOE Mid-Day Update 12.23.14

    Volatility as an asset class VIX methodology for Goldman Sachs (VXGS) down 4.1% to 24.38, compared to its 50-day moving average of 22.59. cboe.com/VXGS VIX methodology for Apple (VXAPL) down 0.7% to 28.09, compared to its 50-day moving average of 26.04. cboe.com/VXAPL VIX methodology for Amazon (VXAZN) down 3% to at 33.97, compared to its 50-day moving average of 33.5. cboe.com/VXAZN VIX methodology for Google (VXGOG) down 1.6% to 24.60, compared to its 50-day moving average of 24.56. cboe.com/VXGOG VIX[...]

  • Blogging Options | Dec 23, 2014, 7:54 AM

    Blogging Options: CBOE Morning Update 12.23.14

    Blogging Options: CBOE Morning Update 12.23.14

    US Stocks firmed in early trade after the Q3 GDP Final was revised higher to +5.0%.  Tempering the euphoria was November Durable Goods at -0.7% missing by mile (up 2.4% expected), X-Transports fell 0.4%, X-Defense dropped 0.1%.  Oil up 1.5%, European shares firm.  10-year 2.18%.  Volatility as an asset class: Chesapeake Energy (CHK) is up $0.84 to $19.26 in the premarket after announcing a $1B stock repurchase authorization. Overall option implied volatility of 51 compares to[...]

  • Market News | VIX | Blogging Options | Trader Talk | Dec 22, 2014, 11:51 AM

    CBOE Mid-Day Update 12.22.14

    CBOE Mid-Day Update 12.22.14

    Volatility as an asset class Gilead (GILD) option implied volatility has increased after Express Scripts (ESRX) will offer AbbVie's (ABBV) just approved hepatitis C regimen Viekira Pak. Gilead is recently down $15.95 to $92.84.  December weekly put option implied volatility is at 55, January is at 41; compared to its 26-week average of 34. Express Scripts is recently up 93c to $81.91.  January and February call option implied volatility of 19 compared\s to its 26-week average of 20. AbbVie's[...]

  • Market News | Blogging Options | Trader Talk | Dec 22, 2014, 8:09 AM

    Blogging Options: CBOE Morning Update 12.22.14

    Blogging Options: CBOE Morning Update 12.22.14

    Overseas shares higher, US Dollar up against Euro.  GILD off sharply ($12) as AbbVie gets exclusive on a drug.  Lighter volume on Christmas holiday week begins.  Volatility as an asset class The 'Majors' option implied volatilities has spiked as WTI Crude Oil futures trades $57 Exxon Mobil (XOM) overall option implied volatility of 18 compares to its 26-week average of 18. BP (BP) overall option implied volatility of 26 compares to its 26-week average of 18. ConocoPhillips (COP) overall[...]