Blogging Options: CBOE Mid-day Update

Volatility as an asset class

CBOE Volatility Index (VIX) up 21.9% to 39.02.
Financial Select Sector (XLF) August put option implied volatility is at 61, September is at 55, October is at 44; above its 26-week average of 23.
CBOE S&P 100 Index (OEX) down 3.7% to 522.80. August 520 weekly straddle is at $13 into Friday’s expiration, August 520 standard is at $31 into August 19 expiration.
CBOE Volatility Index-VIX methodology for iShares MSCI Emerging Markets Index Fund (VXEEM) up 21.7% to 51.45.
VIX methodology for iShares Trust FTSE China 25 Index Fund (VXFXI) up 13.8% to 45.41.
VIX methodology for iShares MSCI Brazil Index Fund (VXEWZ) up 22% to 52.73.
VIX methodology for Market Vectors Gold Miners Fund (VXGDX) up 17.2% to 48.60.
VIX methodology for Energy Select Sector SPDR (VXXLE) up 15.9% to 46.89.