Blogging Options: CBOE Morning Update 12.26.13

Happy Boxing Day. Back to a full-day trading schedule.  Asian shares mixed,  Europe mostly higher.

Volatility as an asset class

CBOE VIX methodology for iShares MSCI Emerging Mkts Index (VXEEM) closed at 19.95, below its 50-day moving average of 23.03.

CBOE VIX methodology iShares Trust FTSE China 25 Index Fund (VXFXI) closed at 21.62, below its 50-day moving average of 24.27.

CBOE VIX methodology for iShares MSCI Brazil Index Fund (VXEWZ) closed at 23.13, below its 50-day moving average of 26.46.

Options active expected to be active @ CBOE: TWTR CBD FB ARIA

CBOE S&P 500 BuyWrite Index (BXM) closed at 1018.24, above its 50-day moving average of 995. cboe.com/BXM

CBOE DJIA BuyWrite Index (BXD) closed at 254.82, above its 50-day moving average of 248.87. cboe.com/micro/bxd/

CBOE S&P 500 Short-Term Volatility Index (VXST) closed at 11.11, below its 10-day moving average of 14.71. VXST is a market-based gauge of expectations of 9-day volatility.   cboe.com/vxst

CBOE Volatility Index (VIX) closed at 12.48, below its 10-day moving average of 14.62 and above its 50-day moving average of 13.69. www.cboe.com/VIX

SPDR S&P 500 ETF Trust (SPY) is up $0.52 to $183.45 as the Japan’s Topix closed at the highest since 2008.