Blogging Options: CBOE Mid-Day Update 11.14.13

TWTR Options tomorrow, scroll down to see the previous post

Volatility as an asset class

Interest rates have fallen (10-year down to 2.715%) after Janet Yellen said the Fed will try to withdraw stimulus at an appropriate pace.

iShares Barclays 20+Year Treasury Bond Fund (TLT) is up 85c to $104.74 http://www.cboe.com/tlt

iShares iBoxx $ High Yield Corporate Bond Fund (HYG) is up 16c to $92.93  http://www.cboe.com/hyg

iShares Barclays 7-10 Year Treasury Bond Fund (IEF) is up 41c to $101.88 http://www.cboe.com/ief

iShares iBoxx $ InvesTop Investment Grade Corporate Bond Fund (LQD) is up 57c to $114.01 http://www.cboe.com/lqd

iShares Barclays US Treasury Inflation Protected Securities Fund (TIP) is up 58c to $112.11 http://www.cboe.com/tip

iShares Barclays 1-3 Year Treasury Bond Fund (SHY) is up 5c to $84.51 http://www.cboe.com/shy

SPDR Barclays High Yield Bond ETF (JNK) is recently up 7c to $40.43 http://www.cboe.com/jnk

SPDR Barclays Capital International Treasury Bond ETF (BWX) is  up 12c to $58.14 http://www.cboe.com/bwx

iShares Barclays 3-7 Year Treasury Bond Fund (IEI) is up 33c to 121.68 http://www.cboe.com/iei

Active options at @ CBOE: AAPL NFLX TSLA GOOG FB HD GERN TSLA NFLX TEVA CSCO OXY RIG

CBOE S&P 500 BuyWrite Index (BXM) is recently up 6c to $994.36, above its 50-day moving average of 973.44. www.cboe.com/BXM

CBOE DJIA BuyWrite Index (BXD) is recently up 5c to 248.39, above its 50-day moving average of 244.59. http://www.cboe.com/micro/bxd/

CBOE Volatility Index (VIX) is recently down 11c to 12.41. VIX November 14 and 16 calls are active at CBOE.

iPath S&P 500 VIX Short-Term Futures (VXX) are recently down 34c to 47.83.

S&P 100 Options (OEX) is recently up $2.80 to $797.70 as bonds trend higher on hopes for continued Fed stimulus and Yellen Senate Banking committee confirmation hearing.

Near mid-day option volume was near 13mm contracts3.83mm at CBOE.  SPX with 670k options traded and VIX with ~555k were two of the busier issues.  Several averages at all-time highs as we approach close.

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