CBOE Mid-Day Update 3.4.14

Mardi Gras revelers in New Orleans hit by cold, currently 38 degrees on Bourbon Street.

Vipshop (VIPS) is up $38.34 to $166.43 on the Chinese retailer seeing Q1 revenue of $640M-$650M, compared to consensus $554M. March call option implied volatility of 72, April is at 67, August is at 65; compared to its 26-week average of 66.

SunEdison (SUNE) is up $2.61 to record high of $21.34. SUNE is a global leader in semiconductor and solar technology company.  March weekly call option implied volatility is at 79, March is at 69, April is at 66, July is at 60; compared to its 26-week average of 64.

Yahoo (YHOO) is higher by $1.39 to $39.64 after two research firms issued upbeat notes about the company. March weekly call option implied volatility is at 48, April and July is at 35; compared to its 26-week average of 36.


Options with increasing volume @ CBOE: GILD LO WMB ODP NEM YHOO

CBOE DJIA Volatility Index (VXD) down 1.72 to 13.47, compared to its 10-day moving average of 13.96 cboe.com/VXD

CBOE DJIA BuyWrite Index (BXD) up 1.71 to 257.87, compared to its 50-day moving average of 253.78. cboe.com/micro/bxd/

CBOE Volatility Index (VIX) recently up 2.32 to 16.31. VIX March 15, 16, 17, 18, 19, 20, 22 and 26 calls are active at CBOE on 760K contracts cboe.com/VIX

VIX -12.1% to 14.07, Mar 15, 17, 18, 22 & 24 calls active on 253K @ cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) down 2.92 to 43.34.

S&P 100 Options (OEX) up $11.42 to $823.16 following sharp losses yesterday after Russia threatened a full-scale invasion of Ukraine.