Volatility as an asset class
VIX methodology for Amazon (VXAZN) closed at 28.63, below 50-day moving average of 32.11.
VIX methodology for Google (VXGOG) closed at 18.79; below 50-day moving average of 21.72.
VIX methodology for Apple (VXAPL) closed at 25.72; below its 50-day moving average of 28.09.
VIX methodology for IBM (VXIBM) closed at 18.01; below its 50-day moving average of 19.73.
VIX methodology for Goldman Sachs (VXGS) closed at 21.37; below its 50-day moving average of 23.72.
Weekly list @ www.cboe.com/micro/weeklys/
CBOE Nasdaq-100 Volatility Index (VXN) closed at 13.93, below its 50-day moving average of 15.36. www.cboe.com/VXN
CBOE S&P 500 BuyWrite Index (BXM) closed at 1001.12, above its 50-day moving average of 979.54. www.cboe.com/BXM
CBOE DJIA BuyWrite Index (BXD) closed at 250.80, above its 50-day moving average of 245.47. http://www.cboe.com/micro/bxd/
CBOE S&P 500 PutWrite Index (PUT) closed at 1349.65, above its 10-day MA of 1345.45 and its 50-day moving average of 1324.22. www.cboe.com/PUT
CBOE S&P 500 95-110 Collar Index (CLL) closed at 605.90 www.cboe.com/CLL
CBOE S&P 500 Short-Term Volatility Index (VXST) closed at 13.59. VXST is a market-based gauge of expectations of 9-day volatility. cboe.com/vxst
CBOE S&P 500 BuyWrite Index $BXM @ 1001.12, 50-day MA is 979.54. www.cboe.com/BXM
CBOE Volatility Index (VIX) closed at 13.70, above its 10-day moving average of 12.92 and below its 50-day moving average of 14.28. www.cboe.com/VIX
CBOE DJIA Volatility Index (VXD) closed @ 12.76, below its 50-day moving average of 13.61 www.cboe.com/VXD
Options expected to be active @ CBOE; PBR AMZN WMT ALU ARIA EBAY AAPL
SPDR S&P 500 ETF Trust (SPY) is recently is recently up 1c to $181.01 on the first trading day of December. Asian and European shares fractionally lower. 10-year at 2.78, Oil sliding slightly higher, Gold off 1% ($13.00). ISM data due to be released at 9am CST.