Blogging Options: CBOE Morning Update 8.14.13

Volatility as an asset class

CBOE Volatility Index (VIX) closed at 12.31, 52 week high is 23.23, 52 week low 11.05 . www.cboe.com/VIX

 CBOE VVIX Index (VVIX) closed at 78.94, 52-week high is 110.91, 52-week low is 68.40.

 CBOE EFA ETF Volatility Index (VXEFA) closed at 15.67. 52 week high 27.08, 52-week low is 13.11.

 CBOE Emerging Markets ETF Volatility Index (VXEEM) closed at 21.43. 52 week high is 38.36, 52 week low is 14.71.

 CBOE DJIA Volatility Index (VXD) closed at 11.67, 52 week high is 32.98, 52 week low is 8.31.

 CBOE Russell 2000 Volatility Index (RVX) closed at 16.65, 52 week high is 25.52, 52 week low is 13.62.

 CBOE S&P 500 100 Volatility Index (VXO) closed at 16.65, 52 high is 23.39, 52-week low is 10.56.

 CBOE NASDAQ Volatility Index (VXN) closed at 12.50, 52 week high is 23.81, 52 week low 11.34.

 

Options expected to be active @ CBOE; CREE WMT M KSS MNKD HD LOW

CBOE S&P 500 BuyWrite Index (BXM) closed at $967.75,  52 week high is 971.41, 52 week low is 881.38. www.cboe.com/BXM

 SPDR S&P 500 ETF Trust (SPY) is mixed to lower.  Eurozone growth of 0.3% beats forecasts.

 Calls with increasing volume at CBOE:

 SPY 8/17/2013 170 21K  contracts

QQQ 8/17/2013 77 13K

ADM 3/22/2-14 37 12K

AAPL 8/17/2013 11K

MSFT 1/18/2014 33 10K

DAL 1/17/2014 20 10K

XLI 9/21/2013 10K

MU 8/17/2013 9K

Macy’s disappointed, reporting earnings of $0.72 ($0.80 expected) and guided lower, is at $47, off $1.50.  PPI came in flat, X-Food & Energy up 0.1%.  Overseas markets mixed.  Carl Icahn buys $1 B of AAPL shares.