Blogging Options: CBOE Morning Update

Volatility as an asset class
 

VIX methodology for iShares MSCI Emerging Markets Index Fund (VXEEM) closed at 32.11; above 50-day moving average of 29.38.
 
MSCI Emerging Markets Index Fund (EEM) overall option implied volatility of 29 is near its 26-week average of 30.

VIX methodology for iShares Trust FTSE China 25 Index Fund (VXFXI) closed at 33.65; above 50-day moving average of 29.81.

iShares Trust FTSE China 25 Index Fund (FXI) overall option implied volatility of 25, below its 26-wk average of 33.

VIX methodology for iShares MSCI Brazil Index Fund (VXEWZ) closed at 36.25; 50-day moving average of 32.08.

iShares MSCI Brazil Index Fund (EWZ) overall option implied volatility 28 is below its 26-week average of 32.

VIX methodology for Market Vectors Gold Miners Fund (VXGDX) closed at 40.77; 50-day moving average of 36.13.

Market Vectors Gold Miners Fund (GDX) overall option implied volatility of 38 is above its 26-week average of 33.
 

Puts with increasing volume at CBOE.

T 1/19/2013 34 strike
 SPPI 7/21/2012 11
 HGSI 6/16/2012 13
 AAPL 6/8/2012 570
 BAC 6/8/2012 7
 AAPL 6/8/2012 575
 MOH 7/21/2012 17.5
 GME 7/21/2012 16

CBOE Volatility Index-VIX closed at 21.72, 10-day moving average is 23.38, 50-day moving average is 18.72.

U.S. equities are mixed to lower in the premarket on European (mostly Spain today) economic data. Market trying to extend 3-day rally. Not much on economic front this morning.