Volatility as an asset class
CBOE Interest Rate 5 Year Note (FVX) closed at 14.12, above its 50-day moving average of 9.96 into the June employment report.
Proshares UltraShort Barc 20 Year Treasury ETF (TBT) overall option implied volatility of 34 is above its 26-week average of 27.
VIX methodology for iShares Silver Trust (VXSLV) closed at 40.71; above its 50-day moving average of 37.81.
CBOE VIX methodology for Market Vectors Gold Miners Fund (VXGDX) closed at 51.64, above its 50-day moving average of 43.79.
CBOE S&P 500 BuyWrite Index (BXM) closed at $949.52, above its 10-day moving average of 942.87 and its 50-day moving average of 957.35. www.cboe.com/BXM
CBOE Volatility Index (VIX) closed at 16.20, below its 10-day moving average of 17.78, and above its 50-day moving average of 15.18. www.cboe.com/VIX
Calls with increasing volume Wednesday at CBOE:
F 9/21/2013 17 8K contracts
VXX 7/12/2013 34 7K
SPY 7/20/2013 161 7K
EEM 7/20/2013 38.50 5K
MU 7/20/2013 16 5K