Volatility as an asset class
VIX methodology for iShares Silver Trust (VXSLV) closed at 54.92; above its 100-day moving average of 25.37.
CBOE VIX methodology for Market Vectors Gold Miners Fund (VXGDX) closed at 45.41, above its 200-day moving average of 29.65.
Johnson & Johnson (JNJ) is up $1.20 to $82.90 in the premarket after reporting Q1 sales of $17.5B an increase of 8.5% compared to Q1 2012. Overall option implied volatility of 15 is near its 26-week average of 14.
Coca-Cola (KO) is higher by $1.16 to $41.25 in the premarket on 4% Q1 global volume growth. Overall option implied volatility of 18 is above its 26-week average of 15.
Goldman Sachs (GS) is up 94c to $147 in the premarket after reporting Q1 EPS $4.29, compared to consensus $3.88. Overall option implied volatility of 27 near its 26-week average of 26.
VIX methodology for Goldman Sachs (VXGS) closed at 30.11, above 50-day moving average of 26.95.
Options expected to be active on open; HCA GS KO GLD SLV NTGR C BLK YHOO
CBOE S&P 500 BuyWrite Index (BXM) closed at $943.16; above its 10-day moving average of 946.72 and above its 50-day moving average of 934.57. www.cboe.com/BXM
CBOE Volatility Index (VIX) closed at 17.27, above its 10-day moving average of 13.47, and its 50-day moving average of 13.52. www.cboe.com/VIX.
SPDR S&P 500 ETF Trust (SPY) is recently up $1.00 to $156.12 as gold rebounded 2% the day after falling to a two-year low.
Calls with increasing volume at CBOE:
S 1/18/2014 5 39K contracts
SPY 4/20/2013 157 33K
EA 6/22/2013 19 18
GLD 6/22/2013 150 10K
WMB 8/17/2013 42 9K
Puts with increasing volume at CBOE:
IWM 5/18/2013 82 60K contracts
SPY 4/20/2013 155 34K
QQQ 5/18/2013 69 22K
CTIC 6/22/2013 1 20K
S 1/18/2014 10 19K