Shares of CBOE Holdings, Inc. (CBOE) were trading down .19 to 33.05 today. ?CBOE is trading right at 52-week highs.
Paper rolled the CBOE Mar 32.5/Jun 34.5 call spread for .35 4,000 times. ?Average contract volume is 2,133 contracts per day in the name.? Open interest was over 4,000 contracts in Mar and 1,000 in Jun. The implied volatility is down in Mar and Jun today. The trade looks to be long holder of calls rolling to a higher strike.
30-day implied volatility is 18%.?? 10-day implied volatility is 8%.? 30-day implied volatility is trading well over the 10-day historical volatility.
CBOE Holdings, Inc. (CBOE Holdings) is the holding company for Chicago Board Options Exchange, Incorporated; C2 Options Exchange, Incorporated; CBOE Futures Exchange, LLC (CFE), and other subsidiaries.