Blogging Options: CBOE Mid-day Update

Volatility as an asset class

SPDR S&P 500 ETF (SPY) is recently down 79c to $140.56. Overall option implied volatility of 15 is below its 26-week average of 19. SPY is above its 10-day moving average of 138.37 and below its 50-day moving average of 142.74.

The Power Shares QQQ Trust (QQQ) is recently down 5c to $64.95. Overall option implied volatility of 17 is below its 26-week average of 19. QQQ is above its 10-day moving average of 63.42 and below its 50-day moving average of 66.63.

iPath S&P 500 VIX Short-Term Futures (VXX) is recently up 6c to 30.07. Overall option implied volatility of 69 is below its 26-week average of 78. VXX is below its 10-day moving average of 33.08 and its 50-day moving average of 35.

CBOE Volatility Index (VIX) is recently up 4.2% to 15.77. VIX December 15 and 16 puts are active on total option volume of 278K contacts at the CBOE.

S&P 100 Options (OEX) is recently down 0.6% to $639.50 at midday, giving back some of the 4% advance seen last week by both the S&P and Nasdaq.

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