Blogging Options: CBOE Afternoon Update

Volatility as an asset class
 
VIX methodology for Amazon (VXAZN) up 13c to 45.28 above ten-day moving average of 42 as shares trade near an eight month low.

VIX methodology for Google (VXGOG) up 12c to 32.21; above its 10-day moving average of 31.10 as share trade near a four year high.
 
VIX methodology for Apple (VXAPL) down 32c to 32.27; above its 10-day moving average of 31.03 as shares approach its record high of $426.70.

Volatility Index-VIX methodology for IBM (VXIBM) up 5c to 24.53; near its 10-day moving average of 24.49 as shares trade near its record high of $194.90.

Volatility Index-VIX methodology for Goldman Sachs (VXGS) down 0.2% to 44.08; below 10-day moving average of 45.52 as shares trade near its 35-month low.

CBOE Volatility Index (VIX) 2011 high was 48 on August 8, low was 14.27 on April 28.

DJIA off 35 points on light trading. SPX & NASDAQ flat. 10-year yield 1.87%, Gold higher.