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CboeVolatilityIndexSp500Options posts

Options Update: Carnival June volatility flat into EPS & booking volume

Posted Jun 12th 2009 8:30AM by Paul Foster (RSS feed)
Filed under: Carnival Corp (CCL), Options

Carnival (NYSE: CCL) closed at $23.73. CCL is scheduled to report Q2 EPS on June 18. CCL June 24 straddle is priced at $1.85, July 24 straddle is priced at $3.30. CCL June option implied volatility is at 63, July is at 57; verses its 26-week average of 63, according to Track Data, suggesting decreasing price movement after EPS.

CBOE Volatility Index S&P 500 Options (CBOE-VIX) at 28.11; 10-day moving average is 29.40.

ISE Sentiment Index-ISEE closed at 125 on 6/11/09. ISEE 10-day moving average is 130.

Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com

Options Update: CBOE Volatility Index S&P 500 Options-VIX at seven month lows

Posted May 8th 2009 2:50PM by Paul Foster (RSS feed)
Filed under: Options

CBOE Volatility Index S&P 500 Options (CBOE-VIX) down 1.78 to 31.66; to seven-month low.

The VIX measures: the market's expectation of future volatility implied by S&P 500 stock index options prices. In other words, VIX uses options pricing as a way to measure perceived market risk and uncertainty.

Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com