Blogging Options: CBOE Morning Update

Volatility as an asset class;
 
CBOE Volatility Index (VIX) methodology to options on six highly-active, sector-specific exchange-traded funds (ETFs).
 
CBOE VIX methodology for iShares MSCI Emerging Mkts Index (VXEEM) closed at 23.57, below its 50-day moving average of 24.82.
 
CBOE VIX methodology iShares Trust FTSE China 25 Index Fund (VXFXI) closed at 25.11, below its 50-day moving average of 25.67.

CBOE VIX methodology for iShares MSCI Brazil Index Fund (VXEWZ) closed at 29.45, below its 50-day moving average of 29.
 
CBOE VIX methodology for Market Vectors Gold Miners Fund (VXGDX) closed at 32.02 below its 50-day moving average of 32.50.
 
CBOE VIX methodology for iShares Silver Trust (VXSLV) closed at 38.13, above its 50-day moving average of 32.06.
 
CBOE VIX methodology for Energy Select Sector SPDR (VXXLE) closed at 21.13, below its 50-day moving average of 22.64.
 
 
CBOE Volatility Index (VIX) closed at 15.80, below its 10-day moving average of 16.65 and its 50-day MA of 16.54.
 

Calls with increasing volume at CBOE;
 
XLF 10/20/2012 16 34K contracts
 
SPY 9/14/2012 146 22K
 
BAC 9/22/2012 8 13K
 
QQQ 9/14/2012 6K

U.S. stocks are mixed to lower in the premarket into Fed announcement.

PPI rises 1.7% in August (+0.3% July). August Core up 0.2% (July up 0.4%). Initial Claims up 15k to 382k.