Blogging Options: CBOE Mid-day Update

Volatility as an asset class

VIX methodology for Apple (VXAPL) is recently up 0.6% to 39.61; above its 50-day moving average of 28.61.

Apple (AAPL) overall option implied volatility of 35 is above its 26-week average of 30.
 
VIX methodology for IBM (VXIBM) is recently up 5.3% to 22.82; above its 50-day moving average of 18.60.

IBM (IBM) overall option implied volatility of 20 is near its 26-week average.

VIX methodology for Goldman Sachs (VXGS) is recently up 1.1% 31; above its 50-day moving average of 29.74.

Goldman Sachs (GS) overall option implied volatility of 28 is near its 26-week average of 29.
 
VIX methodology for Amazon (VXAZN) is recently up 6.7% to 40.59, above 50-day moving average of 31.11.

Amazon.com (AMZN) overall option implied volatility of 32 is below its 26-week average of 37.
 
VIX methodology for Google (VXGOG) is recently up 4.8% to 32.64; above its 50-day moving average of 26.35.

Google (GOOG) overall option implied volatility of 29 is above its 26-week average of 27.
 
S&P 100 Options (OEX) is recently down 4.90 to $664.90 after the IMF lowered its global growth forecast by 0.2% points to 3.3%, the slowest since the 2009 recession. 
 
CBOE Volatility Index (VIX) is recently up 1.02 to 16.13. October 15 and 16 puts are active on total option volume of 269K contacts at the CBOE.

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