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  • VIX | Blogging Options | Trader Talk | Jan 13, 2015, 9:21 AM

    Blogging Options: CBOE Morning Update 1.13.15

    Blogging Options: CBOE Morning Update 1.13.15

    Stocks look stronger across the board, Crude down, US Dollar higher.  Growing optimism on Q1 Earnings after Alcoa beat last night.  VIX looks down one point.  Volatility as an asset class Alcoa (AA) is down $0.10 to $16.30 in the premarket after beating Wall Street estimates on both the top and bottom line.  January call option implied volatility is at 59, February is at 39, April is at 34, July is at 33; compared to its 26-week average of 32. Best Buy (BBY) is up $0.40 to $39.49[...]

  • VIX | Blogging Options | Trader Talk | Jan 12, 2015, 11:32 AM

    CBOE Mid-Day Update 1.12.15

    CBOE Mid-Day Update 1.12.15

    Volatility as an asset class Auto manufacturer’s option implied volatility is mixed as the North American International Auto Show begins in Detroit. General Motors Co. (GM) over all option implied volatility of 27 compares to its 26-week average of 26. Toyota Motor Corp. (TM) over all option implied volatility of 20 compares to its 26-week average of 19. Tesla (TSLA) over all option implied volatility of 43 compares to its 26-week average of 46. Ford (F) over all option implied volatility of[...]

  • Market News | Jan 12, 2015, 8:15 AM

    Blogging Options: CBOE Morning Update 1.12.15

    Blogging Options: CBOE Morning Update 1.12.15

    US stocks higher, oil lower by 3%  in early trade, a repeat of what we've seen for the last several weeks.  Alcoa starts off the quarterly earnings reports after the close, Jolts report tomorrow could be an interesting read. If you're not a believer in Social Media, over 750 K tweets in 15 minutes after Dez Bryant catch/non-catch in Dallas / Green Bay game yesterday.  Volatility as an asset class NPS Pharmaceuticals (NPSP) is up $3.57 to $45.48 in the premarket on Shire (SHPG) acquiring[...]

  • Market News | VIX | Trader Talk | Jan 9, 2015, 2:49 PM

    The Weekly Options News Roundup – 1/9/2015

    The Weekly Options News Roundup – 1/9/2015

    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. 2014: A Banner Year   Options trading in 2014 reached a new all-new high as industry volume rose 4% in 2014 from 2013. “Bull Market Hedging Was Boon for Exchange Volume in ’14: Options” – Sofia Horta e Costa and Inyoung Hwang, Bloomberg http://bloom.bg/1BIRisY CBOE Holdings Reports Record[...]

  • VIX | Blogging Options | Trader Talk | Jan 9, 2015, 1:45 PM

    CBOE Mid-Day Update 1.9.14

    CBOE Mid-Day Update 1.9.14

    Volatility as an asset class President Obama announced that he would ask Congress to provide free community college tuition for all Americans who are "willing to work for it". Publicly traded education companies in the space have flat option implied volatility. American Public Education (APEI) overall option implied volatility of 32 compares to its 26-week average of 34. Apollo Education (APOL) overall option implied volatility of 35 compares to its 26-week average of 36. Bridgepoint Education[...]

  • VIX | Trader Talk | Jan 9, 2015, 8:09 AM

    Blogging Options: CBOE Morning Update 1.9.15

    Blogging Options:  CBOE Morning Update 1.9.15

    NFP for December climbed to 252K (240K to 244K expected), Jobless rate fell from 5.8% to 5.6% (5.7% expected).  November jobs revised higher.  The negative side of the report was the Participation Rate fell to a 37-year low (451K dropped out last month), and Average Wages dropped a surprising 0.2%. Volatility as an asset class Bed Bath and Beyond (BBBY) is down $3.55 to $75.90 in the premarket on Q3 profit falling 5%. January weekly call option implied volatility is at 126, January is at[...]

  • Market News | VIX | Trader Talk | Education | Jan 8, 2015, 1:00 PM

    Weekly Weekly's Option Report 1.8.15

    Weekly Weekly's Option Report 1.8.15

    // Oil, earnings and stocks with hot options action are all coming your way.  I'm Angela Miles covering Weeklys set to expire tomorrow. Next Friday is a traditional options expiration. Let's get rolling with oil. Oil futures are trading below $50 per barrel this week. In weekly options for BP there are traders taking at-the-money positions at the 36 strike as the stock trades $36. Options contracts are considered expensive[...]

  • Blogging Options | Jan 8, 2015, 12:31 PM

    Blogging Options: CBOE Mid-Day Update 1.8.15

    Blogging Options: CBOE Mid-Day Update 1.8.15

    Stocks headed higher at the opening and haven't looked back.  Option volume busy mid-day, as CBOE & C2 trade over 3.1mm of 11.1 million contracts.  SPX trades over 560K and VIX options with 270K.  VIX futures show 100K+ trading.  Volatility as an asset class: Proshares UltraShort  20 Year Treasury ETF (TBT) is up $1.12 to $43.71 as rates pullback from a recent rise on continued expectations global central banks will continue its stimulus program. Overall option implied[...]

  • Market News | Jan 8, 2015, 8:00 AM

    Blogging Options: CBOE Morning Update 1.8.15

    Blogging Options: CBOE Morning Update 1.8.15

    Comments by (voting) FED member Charlie Evans overnight about delaying rate increases has shares sharply higher.  Weekly Jobless claims dropped slightly but missed expectations.  Health Care sector up, Biogen preliminary trials have stock in wide range pre opening, looks lower.   10-year at 2%.  -6 on way to train this morning.  Volatility as an asset class Costco (COST) is up 68c to $145 in the premarket after reporting December SSS rose 3%. Overall option implied volatility[...]

  • VIX | Blogging Options | Trader Talk | Jan 7, 2015, 12:00 PM

    CBOE Mid-Day Update 1.7.15

    CBOE Mid-Day Update 1.7.15

    Volatility as an asset class The 'Majors' option implied volatilities has increased as WTI Crude Oil futures trends below $48 Exxon Mobil (XOM) overall option implied volatility of 25 compares to its 26-week average of 18. BP (BP) overall option implied volatility of 31 compares to its 26-week average of 18. ConocoPhillips (COP) overall option implied volatility of 36 compares to its 26-week average of 20. Chevron (CVX) overall option implied volatility of 33 compares to its 26-week average[...]

  • Market News | Blogging Options | Jan 7, 2015, 8:15 AM

    Blogging Options: CBOE Morning Update 1.7.15

    Blogging Options: CBOE Morning Update 1.7.15

    ADP Employment beat this morning (added 241K jobs, 230K expected) and stocks reacted well.  Five-Day losing streak looks like it should end today.  Overseas markets moving higher.   Oil erased early losses and have moved to the upside,  WTI up 1%.   Gold off, FED minutes later today.  Option volume yesterday was very good, with CBOE & C2 doing 5.87mm of 19mm contracts.  300K VIX Futures change hands yesterday.  Volatility as an asset class: Micron[...]

  • VIX | Blogging Options | Trader Talk | Jan 6, 2015, 1:22 PM

    Blogging Options: CBOE Mid-Day Update 1.6.15

    Blogging Options: CBOE Mid-Day Update 1.6.15

    Markets turned lower mid-morning on continued weakness in oil prices.  DJIA off 175 points, S&P 500 (SPX) at ~1998, 10 points below 75-day Moving Average.  Option volume at mid-day was 11 mm contracts, SPX traded 600 K +, VIX Futures volume ~166 K.  10-year moves below 2%, NDX off 1.5%.  JPM off 3%,  AXP lower by 2.5%. Volatility as an asset class: Options: Technology stocks option implied volatility has increased as stocks sell off into International CES opening Nvidia[...]

  • Blogging Options | Jan 6, 2015, 8:10 AM

    Blogging Options: CBOE Morning Update 1.6.15

    Blogging Options: CBOE Morning Update 1.6.15

    US stock futures up fractionally this morning.  10-year ticked below 2%, and WTI was off 2.01% to $49.05.  17.6 million options trade yesterday, with SPX at 1.17mm and VIX near 500K.  SPY showed 3.275mm contracts change hands. VIX closed 19.92 yesterday, could be interesting watch this week.  Good article from Russell Rhoads on VIX activity yesterday - scroll down to the previous article. Volatility as an asset : Options: Technology stocks option implied volatility is mixed into[...]

  • VIX | Blogging Options | Trader Talk | Jan 5, 2015, 12:00 PM

    CBOE Mid-Day Update 1.5.14

    CBOE Mid-Day Update 1.5.14

    Volatility as an asset class iPath S&P GSCI Crude Oil Total Return (OIL) is recently down 60c to $11.61 as WTI crude oil trades below $51.  January call option implied volatility is at 67, February is at 62; compared to its 26-week average of 27. Energy Select Sector SPDR (XLE) is recently down $3.39 to $76.14. January weekly call option implied volatility is at 41, January is 34, March is at 32; compared to its 26-week average of 21. ProShares Ultra DJ-UBS Crude Oil (UCO) is recently down[...]

  • VIX | Blogging Options | Trader Talk | Jan 5, 2015, 8:15 AM

    Blogging Options: CBOE Morning Update 1.5.15

    Blogging Options: CBOE Morning Update 1.5.15

    Parking lot full this morning, everyone getting back to work - and on time.  Asian stocks lower, shares in Europe off 1%+.  DAX leading shares down in Europe with bad economic news. Oil traded with a $50 handle this morning and the dollar (CAD & AUS tied to resources, Swiss tied to Euro) at a 6 year high. -1 degree on way in this morning.  VIX Futures active in pre-market session, up ~2.5%. SPY off 1.25.  Volatility as an asset class: Cempra (CEMP) is up $6.11 to $29 in the[...]

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