Blogging Options: CBOE Mid-day Update

Volatility as an asset class

United States Natural Gas Fund (UNG) is recently up 23c to $19.30 as natural gas trades up 1.22% to $3.50. Overall option implied volatility of 30 is below its 26-week average of 35.

United States Oil Fund (USO) is recently down 50c to $32.25 as WTI Oil trades down 1% to $89.80 a barrel. Overall option implied volatility of 23 is below its 26-week average of 28.

The Market Vectors Coat ETF (KOL) is recently down 36c to $22.97. Overall option implied volatility of 23 is below its 26-week average of 30.

CBOE S&P 500 2% OTM BuyWrite Index (BXY) is recently up 50c to 1236.50, above its 50-day moving average of 1212.24. www.cboe.com/BXY

Active options at CBOE: AAPL C GOOG LVS AMZN ZNGA SD BAC.

CBOE Volatility Index (VIX) is recently down 14c to 15.20. VIX March 15 and 17 calls are active on total option volume of 74K contacts at the CBOE.

S&P 100 Options (OEX) is recently down 20c to $683.50 on concerns of weakening Chinese economic growth.

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