Options Update: CBOE Volatility Index-VIX Down Eight Days in a Row originally appeared on BloggingStocks on Sat, 26 Mar 2011 08:10:00 EST. Please see our terms for use of feeds.

CBOE Volatility Index (VIX) is recently down 1.16 to 19.05, below its 10-day moving average of 22.74, and above its 50-day moving average 18.81.

GameStop Corp. (GME) April 21 and 22 calls are active on call option implied volatility of 42, compared to its 26-week average of 36, according to Track Data. Active call volume suggests traders positioning for larger price movement in Q4 results that are expected to be released on March 24.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: CBOE Volatility Index Down 5.8% to 19.04 originally appeared on BloggingStocks on Wed, 23 Mar 2011 17:00:00 EST. Please see our terms for use of feeds.

iShares MSCI Japan Index Fund (EWJ) closed down 0.2% after selling off 11% in early morning trading on Japan radiation leak concerns. April put option implied volatility of 44 is above its six-month average of 21, according to Track Data, suggesting larger price movement.

CBOE Volatility Index-VIX is up 15.1% to 24.32 on 662,000 call contracts, 319,000 puts.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: iShares MSCI Japan Index Fund Volatility Spikes on Wide Price Movement originally appeared on BloggingStocks on Wed, 16 Mar 2011 09:00:00 EST. Please see our terms for use of feeds.

CBOE Volatility Index (VIX) rises 24% to 20.03 on antigovernment protests in Egypt.

United States Oil Fund (USO) closed up 4.3% as WTI Crude futures have traded up 4.37% to $89.38, according to Bloomberg. Traders were focused on short-term February 38 calls. February put option implied volatility of 29 is below its 26-week average of 31 according to Track Data, suggesting decreasing price movement.

Option volume leaders are Apple (AAPL), Citigroup (C), Amazon.com (AMZN) and Netflix (NFLX), according to Track Data.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: VIX Rises 24% on Antigovernment Protests in Egypt originally appeared on BloggingStocks on Sat, 29 Jan 2011 09:40:00 EST. Please see our terms for use of feeds.

Is the glass half full of half empty? This is a perennial debate.

Those who are bearish say the market has gone too far to the upside; investors are shrugging off the latest debt scare in Europe; we have rising global interest rates; there's a potential meltdown in the municipal bond market; earnings may disappoint; the VIX is too low; and on and on we go.

For the bulls, the S&P 500 has traded above its 50-day moving average for 94 consecutive sessions, according to Birinyi Associates. This is the first time this has happened in five years. Many analysts consider stock valuations to be at relatively low levels. The glass for them is still half full.

Continue reading Are You a Stock Market Bull or Bear?

Are You a Stock Market Bull or Bear? originally appeared on BloggingStocks on Tue, 18 Jan 2011 10:00:00 EST. Please see our terms for use of feeds.

Apple (AAPL) published a letter Steve Jobs sent to all company employees announcing that he will take a medical leave of absence but remain the company's CEO. He will continue to be involved in all major strategic decisions. Tim Cook will assume responsibilities for Apple's day-to-day operations. The company is expected to report Q1 EPS on Jan. 18. January put option implied volatility is at 46, February is at 30, compared to its 26-week average of 33, according to Track Data, suggesting larger near-term price movement.

Continue reading Options Update: Apple January Volatility Up into Steve Jobs Medical Leave, Earnings

Options Update: Apple January Volatility Up into Steve Jobs Medical Leave, Earnings originally appeared on BloggingStocks on Tue, 18 Jan 2011 09:00:00 EST. Please see our terms for use of feeds.

The Chicago Board Options Exchange (CBOE) announced that for the first time it will apply its CBOE Volatility Index (VIX) methodology to options on individual stocks when it begins publishing volatility values on five highly active equities on Friday, Jan. 7.

CBOE will calculate values for Apple (ticker symbol: VXAPL), Amazon (ticker symbol: VXAZN), IBM (ticker symbol: VXIBM), Google (ticker symbol: VXGOG), and Goldman Sachs (ticker symbol: VXGS).

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: CBOE to Apply VIX Methodology to Individual Equity Options originally appeared on BloggingStocks on Fri, 07 Jan 2011 09:00:00 EST. Please see our terms for use of feeds.

Options Update: CBOE Volatility Index-VIX Closes Up to End 2010 originally appeared on BloggingStocks on Fri, 31 Dec 2010 20:00:00 EST. Please see our terms for use of feeds.

eBay (EBAY) January 29 and 30 puts are active on flat volatility with total call volume of 37K contracts compared to 103K puts, according to Track Data. The increase in trading of the January 29 and 30 puts suggest traders anticipate movement into its Q4 January 19 EPS report.

BMO Financial Group (BMO) announced that it will acquire all outstanding shares of common stock of Marshall & Ilsley (MI) in a stock-for-stock transaction. Under the terms of the agreement, each outstanding share of M&I will be exchanged for 0.1257 shares of Bank of Montreal upon closing. BMO Financial Group overall option implied volatility of 21 is below its 26-week average of 27, according to Track Data, suggesting decreasing price movement.

CBOE Volatility Index (VIX) traded down 10% to at intra-day low of 15.46, an eight-month low.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: eBay Traders Initiate Large January Put Position as Shares Near 30-Month High originally appeared on BloggingStocks on Sat, 18 Dec 2010 09:40:00 EST. Please see our terms for use of feeds.

CBOE Volatility Index (VIX) is recently down 34 cents to 17.67, to mid-April lows, as stocks rise after President Barack Obama reached a compromise with Republicans to extend Bush-era tax breaks for two years.

ISHARES COMEX GOLD (IAU) is recently down 11 cents to $13.82. Gold rallied to record high for a second successive day on Tuesday, on fund buying ahead of the end of the year, the prospect of more U.S. monetary easing and investor nervousness over the European debt crisis. Overall option implied volatility of 21 is near its 26-week average, according to Track Data, suggesting nondirectional price movement.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: CBOE Volatility Index (VIX) Down 1.8% to Mid-April Lows originally appeared on BloggingStocks on Tue, 07 Dec 2010 11:10:00 EST. Please see our terms for use of feeds.

Medtronic, Inc. (MDT) is expected to report Q2 earnings per share (EPS) on November 23. Overall option implied volatility of 27 is near its 26-week average, according to Track Data, suggesting nondirectional price movement.

Campbell Soup Company (CPB) is expected to report Q1 EPS on November 23. Overall option implied volatility of 18 is near its 26-week average of 19, according to Track Data, suggesting nondirectional price movement.

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: CBOE Volatility Index Down 3% originally appeared on BloggingStocks on Fri, 19 Nov 2010 17:30:00 EST. Please see our terms for use of feeds.

Options Update: Apple Volatility Flat at 36; Shares Near Six-Week Low originally appeared on BloggingStocks on Fri, 19 Nov 2010 09:00:00 EST. Please see our terms for use of feeds.

Massey Energy (MEE) closed up $4.80 to $46.94 on reports that Alpha Natural (ANR) may buy the company, DJ says. December and January 55 calls are active on total call volume of 58K contracts, compared to put volume of 23K puts. November call option implied volatility is at 53 and January is at 48, compared to its 26-week average of 52. Increasing option volume suggests traders are positioning for price movement.

CBOE Volatility Index (VIX) closed down 29 cents to $18.23, near a six-month low after EPS, elections, FOMC meeting and October employment report.

CBOE option volume leaders today: Bank of America (BAC), Las Vegas Sands (LVS) JPMorgan (JPM) and Citigroup (C).

Options Update is by Stock Specialist Paul Foster of theflyonthewall.com.

Options Update: Massey Energy Calls Active on Reports of Buyout originally appeared on BloggingStocks on Sat, 06 Nov 2010 11:40:00 EST. Please see our terms for use of feeds.

Options Update: Eldorado Gold September Volatility Low originally appeared on BloggingStocks on Fri, 20 Aug 2010 17:30:00 EST. Please see our terms for use of feeds.

Options Update: Amex Energy Select Volatility Flat and Oil Above $81 originally appeared on BloggingStocks on Mon, 02 Aug 2010 16:40:00 EST. Please see our terms for use of feeds.

Buy the VIX Now originally appeared on BloggingStocks on Tue, 13 Jul 2010 15:20:00 EST. Please see our terms for use of feeds.

The S&P 500 Index (SPX) has battled back from its brutal month-long sell-off, but it seems that traders aren't exactly confident in the market's fledgling rebound. According to data from the Chicago Board Options Exchange (CBOE), options players are betting on additional turbulence by purchasing calls on the CBOE Market Volatility Index (VIX).

During the past five sessions, speculators on the exchange have scooped up 142,544 calls on the VIX, along with 126,391 puts. In other words, 1.13 calls have been purchased for every put on the VIX, which is meant to reflect investors' expectations for the SPX's near-term price action.

Continue reading Traders Bet on More Volatility with VIX Calls

Traders Bet on More Volatility with VIX Calls originally appeared on BloggingStocks on Thu, 17 Jun 2010 12:30:00 EST. Please see our terms for use of feeds.

Options Update: VIX Volatility Index at 35.02; S&P 500 Futures Up 1.99% in Pre-Open originally appeared on BloggingStocks on Thu, 27 May 2010 09:00:00 EST. Please see our terms for use of feeds.

Continue reading Options Update: Option Volatility, VIX 'Fear Index' Suggest Increasing Risk

Options Update: Option Volatility, VIX 'Fear Index' Suggest Increasing Risk originally appeared on BloggingStocks on Fri, 21 May 2010 08:00:00 EST. Please see our terms for use of feeds.

Options Update: Euro Currrency Trust Volatility Elevated; Euro Trends Lower originally appeared on BloggingStocks on Tue, 18 May 2010 14:00:00 EST. Please see our terms for use of feeds.