Blogging Options: CBOE Mid-day Update

Volatility as an asset class

CBOE Volatility Index (VIX) is up 51c to 32.17 (dropping to 31.71 two minutes ago) with an intra-day low of 27.54 and intraday high of 39.25.
CBOE Volatility Index-VIX methodology for iShares MSCI Emerging Markets Index Fund (VXEEM) is up 10.3% to 41.81.
VIX methodology for iShares Trust FTSE China 25 Index Fund (VXFXI) is up 10.3% to 38.17.
VIX methodology for iShares MSCI Brazil Index Fund ($VXEWZ) up 5.4% to 43.31.
VIX methodology for Market Vectors Gold Miners Fund (VXGDX) up 2.5% to 41.75, gold trades at $1659.
VIX methodology for Energy Select Sector SPDR- $VXXLE up 1% to 39.54 as oil trades below $87.
CBOE S&P 100 Index-OEX August 545 call option implied volatility is at 29, puts at 32, September 545 call volatility is at 24, puts at 29, suggest traders have a need for put premium in their portfolio’s.