Blogging Options Archives - Cboe Blogs

  • Market News | VIX | Blogging Options | Sep 29, 2015, 7:45 AM

    From RMC Europe: CBOE President and COO Edward Provost on CBOE’s New Initiatives      

    From RMC Europe: CBOE President and COO Edward Provost on CBOE’s New Initiatives      

    CBOE President and COO Edward Provost began Day Two of CBOE RMC Europe in Switzerland with a global perspective, highlighting CBOE updates that will create new opportunities for international traders. Provost called it “gratifying” to open with a VIX product update, noting that some of the earliest adopters in VIX futures and options trading were in Geneva and Zurich. By working with customers, including RMC Europe attendees, CBOE has been able to create a volatility product that more[...]

  • Market News | VIX | Blogging Options | Sep 18, 2015, 3:00 PM

    The Weekly Options News Roundup – 9/18/2015

    The Weekly Options News Roundup – 9/18/2015

    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. All Eyes on the Fed It was all about the Fed this week – would they or won’t they?  Market participants kept close tabs on the CBOE Volatility Index this week as it drifted slightly lower heading into yesterday’s no hike announcement. "VIX at 24 Leaves U.S. Stocks With No Road Map for Fed[...]

  • Market News | VIX | Blogging Options | Trader Talk | Aug 14, 2015, 4:00 PM

    The Weekly Options News Roundup – 8/14/2015

    The Weekly Options News Roundup – 8/14/2015

    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. VIX Weeklys All The Buzz After the launch of VIX weekly futures contracts in July, investors won’t have long to wait until VIX Weeklys options are launched on October 8.  These contracts offer market participants a more precise hedging tool around event-driven trading. “CBOE to Launch Weekly VIX Options[...]

  • Market News | VIX | Blogging Options | Jun 26, 2015, 1:50 PM

    The Weekly Options News Roundup – 6/26/2015

    The Weekly Options News Roundup – 6/26/2015

    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. Stock Market Less Volatile; Bonds, Not So Much The overall market has seen little volatility over the past few months, but bonds have been on a turbulent ride.  The CBOE/CBOT 10-Year Treasury Note Volatility Index (TYVIX) can help navigate the volatility in bonds, as explained by CBOE’s Research Director[...]

  • Blogging Options | Jun 11, 2015, 10:49 AM

    CBOE Mid-Day Update 6.11.15

    CBOE Mid-Day Update 6.11.15

    Volatility as an asset class Citrix (CTXS) is recently up $3.86 to $68.94 on Elliott Associates reports 7.1% stake, saying shares worth $90-$100 with changes. June call option implied volatility is at 34, July is at 28, September is at 29; compared to its 52-week range of 17-37. Lululemon (LULU) is recently down $1.50 to $65.23 on company founder Dennis "Chip" Wilson has filed to sell his family's entire 20.1M share stake in the company.  June weekly call option implied volatility[...]

  • VIX | Blogging Options | Trader Talk | Jun 10, 2015, 12:39 PM

    CBOE Mid-Day Update 6.10.15

    CBOE Mid-Day Update 6.10.15

    Volatility as an asset class Netflix (NFLX) is recently up $35.57 to $682.60 as shares trade at a record high on UBS raising its price target to $722 from $600 citing international launches, its superior content position, solid subscriber growth and reasonable valuation. June weekly call option implied volatility is at 32, June is at 30, July is at 40, October is at 37; compared to its 52-week range of 24 to 87. Johnson Controls (JCI) is recenlty up $2.74 to $54.30 after announcing that it is exploring[...]

  • VIX | Blogging Options | Trader Talk | Jun 10, 2015, 8:44 AM

    Blogging Options: CBOE Morning Update 6.10.15

    Blogging Options:  CBOE Morning Update 6.10.15

    Volatility as an asset class Netflix (NFLX) is recently up $7.55 to $654.70 in the premarket after UBS raised its price target to $722 from $600 citing international launches, its superior content position, solid subscriber growth and reasonable valuation. June weekly call option implied volatility is at 26, June is at 27, July is at 40, October is at 37; compared to its 52-week range of 24 to 87. Tesla (TSLA) is recently down 50c to $255.50 in the premarket after announcing the retirement of CFO[...]

  • VIX | Blogging Options | Trader Talk | Jun 9, 2015, 1:37 PM

    CBOE Mid-Day Update 6.9.15

    CBOE Mid-Day Update 6.9.15

    Volatility as an asset class IShares Barclay 20+ YR Treasury ETF (TLT) is recently down 58c to $116.90 into FOMC meeting on June 16-17. June weekly call option implied volatility is at 16, June is at 17, July and August is at 16; compared to its 52-week range of 9 to 18. Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently up 50c to $50.78. June weekly call option implied volatility is at 30, June is at 33, July is at 31, August is at 32, September is at 33; compared to its 52-week range[...]

  • VIX | Blogging Options | Trader Talk | Jun 9, 2015, 8:56 AM

    Blogging Options: CBOE Morning Update 6.9.15

    Blogging Options: CBOE Morning Update 6.9.15

    Volatility as an asset class Lululemon Athletica (LULU) is recently up $2.23 to $63.60 in the premarket after raising FY15 EPS to $1.86-$1.91 from $1.85-$1.90, compared to consensus $1.93. June weekly call option implied volatility is at 105, June is at 68, September is at 39; compared to its 52-week range of 27 to 62. H&R Block (HRB) is recently down 19c to $31.09 in the premarket reporting FY15 EPS $1.75, compared to consensus $1.73.  June call option implied volatility is at 33, July[...]

  • VIX | Blogging Options | Jun 8, 2015, 12:28 PM

    CBOE Mid-Day Update 6.8.15

    CBOE Mid-Day Update 6.8.15

    Volatility as an asset class The shares of companies that own casinos in Macau are falling this morning. Research firm Sterne Agee wrote that revenue from the region's table games appears to have fallen sharply in the first week of June. Macau reported last week that its gross gaming revenue fell 37% year-over-year in May. Las Vegas Sands (LVS) recently down 4% to $52.82. June call option implied volatility is at 28, July is at 30; compared to its 52-week range of 18 to 41. MGM Resorts (MGM) is recently[...]

  • VIX | Blogging Options | Trader Talk | Jun 5, 2015, 12:20 PM

    CBOE Mid-Day Update 6.5.15

    CBOE Mid-Day Update 6.5.15

    Volatility as an asset class Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently up 93c to $49.69 on May nonfarm payrolls rise 280K and May Unemployment at 5.5%. 6/12/15 call option implied volatility is at 30, June is at 32, September is at 33; compared to its 52-week range of 18 to 35. IShares Barclay 20+ YR Treasury ETF (TLT) is recently down $1.25 to $117.80. 6/12/15 call option implied volatility is at 15, June and July is at 16; compared to its 52-week range of 9 to 18. Wal-Mart[...]

  • Market News | VIX | Blogging Options | Trader Talk | Jun 5, 2015, 8:06 AM

    Blogging Options: CBOE Morning Update 6.5.15

    Blogging Options: CBOE Morning Update 6.5.15

    (Editors Note: Marty Kearney, Editor of CBOE OptionHub and Senior Instructor at Options Institute retires today after long (he says 100 year) option career. He hopes to contribute periodically to our blog).  May NFP reported as a gain of 280K, higher than the 240K expected (but a wide range of expectations this month).  March revised higher, April reduced fractionally. Headline Unemployment rises to 5.5%, caused by Participation Rate rising.  Average Hourly Wage up 0.3%, higher than[...]

  • 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[...]