Blogging Options Archives - Cboe Blogs

  • 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[...]

  • VIX | Blogging Options | Trader Talk | Dec 8, 2014, 12:00 PM

    CBOE Mid-Day Update 12.8.14

    CBOE Mid-Day Update 12.8.14

    Volatility as an asset class Large Cap oil Services Company’s volatility is elevated as WTI Crude oil trades near $65 Baker Hughes (BHI) overall option implied volatility of 34 compares to its 26-week average of 28. Dril-Quip (DRQ) overall option implied volatility of 35 compares to its 26-week average of 29. Halliburton (HAL) overall option implied volatility of 40 compares to its 26-week average of 29. National Oilwell (NOV) overall option implied volatility of 30 compares to its 26-week[...]

  • Market News | Blogging Options | Trader Talk | Dec 8, 2014, 8:11 AM

    Blogging Options: CBOE Morning Update 12.8.14

    Blogging Options: CBOE Morning Update 12.8.14

    US stock futures weak on economic news out of Japan (GDP), Chinese trade data, S&P downgraded Italian debt... and there's Oil.  Morgan Stanley is said to have cut their oil price base forecast from $98 to $70, and said oil could hit $53 bbl in 2015.  Bond yields off fractionally. European shares lower.  LUV & EBAY upgraded before the opening.  Volatility as an asset class Cubist Pharmaceuticals (CBST) is up $26.74 to $101.10 in the premarket on Merck (MRK) acquiring for[...]

  • Market News | Blogging Options | Trader Talk | Dec 5, 2014, 7:57 AM

    Blogging Options: CBOE Morning Update 12.5.14

    Blogging Options: CBOE Morning Update 12.5.14

    Non-Farm Payrolls for November spiked up to a gain of 321K, previous months revised higher by 44K.  Unemployment rare unchanged.  Consensus was a gain of ~225K to 235K.  This was the largest gain in employment since Jan of 2012.  The Participation Rate was unchanged at 62.8%.  Gold off 1%, oil down fractionally. 10-year up to 2.31%. US stock futures keep small gains going into regular session.  Volatility as an asset class: Google (GOOG) is down $5.40 to $531.90 in the[...]

  • 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 | 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[...]