Blogging Options: CBOE Mid-day Update

Stock Mover
Caterpillar (CAT) volatility flat as shares rally
Caterpillar (CAT) is recently up 2.5% to $109.63, the largest gainer in the CBOE Dow Jones Industrial Average Index-DJX. August and November call option implied volatility of 30 is near its 26-week average.

Volatility as an asset class
iShares Trust FTSE China 25 Index Fund- $VXFXI decreases as Chinese stocks rally
VIX methodology for iShares Trust FTSE China 25 Index Fund- $VXFXI is recently down 5.5% to 25.49 as iShares Trust FTSE/Xinhua China 25 Fund- $FXI increases 2%.

CBOE Volatility Index-VIX down 1.39 to 18.48; S&P 500 recently up 0.91%.
CBOE VIX futures July 18.55, August 19.20, September at 21.15, October 21.53, November 22.02, December at 22.20, January 23.60, February 23.96.