Blogging Options: CBOE Morning Update

Volatility as an asset class:
 
VIX methodology for Amazon (VXAZN) at 44.60, above its 10-day moving average of 43.72.
 
VIX methodology for Google (VXGOG) at 32.06 near its 10-day moving average of 32.03.
 
VIX methodology for Apple (VXAPL) at 30.07; below its 10-day moving average of 31.05.
 
CBOE Volatility Index-VIX closed at 20.62, 10-day moving average is 22.06, 50-day moving average is 27.87.
 
 
CBOE significant put volume increases;
 
BAC 1/21/2012 6 7K contracts
AAPL 1/6/2012 420 6K
KITD 4/21/2012 10 5K 
BAC 5/19/2012 8 5K 
NFLX 1/6/2012 85 4K
FMCN 1/21/2012 17.5 3K 0
VRX 1/21/2012 45 3K
MSFT 1/21/2012 27.5 2K
CHK 7/21/2012 22 2K
 
U.S. equities are mixed as European stocks trade lower.

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