Blogging Options: CBOE Mid-day Update

Volatility as an asset class
 

CBOE DJIA Volatility Index (VXD) up 26.4% to 37.55, above 50-day moving average of 19.46. Dow Jones down 3.18%.

CBOE Volatility Index NASDAQ 100-VXN up 15.5% to 40; above 50-day moving average is 22.49. NASDAQ 100 down 2.70%.

CBOE VIX futures August 34.25, September at 27.90, October 27.40, November 26.80, December at 25.90, January 27.10, February 27.60.
 
 
Stock Mover’s
 
Polo Ralph Lauren (RL) is recently up 5.4% to $126.65 on better than expected Q1 results and revenue outlook. September call option implied volatility is at 56, October is at 48; above its six-month average of 34.
 
MSCI Brazil Index (EWZ) overall option implied volatility of 42 is above its 26-week average of 28 as index near two-year low.