Blogging Options: CBOE Mid-day Update 4.3.14

Volatility as an asset class

European index option implied volatility is flat to low after the European Central Bank left its benchmark rate unchanged

MSCI Spain Index ETF (EWP) overall option implied volatility of 18 is near its 26-week average of 19.

iShares France (EWQ) overall option implied volatility of 14 is below its 26-week average of 16.

iShares MSCI Germany (EWG) overall option implied volatility of 16 is near its 26-week average of 17.

iShares MSCI United Kingdom (EWU) overall option implied volatility of 14 is at its 26-week average.

MSCI Italy Index (EWI) overall option implied volatility of 20 is near its 26-week average of 21.

Euro Currency Trust (FXE) overall option implied volatility of 8 is at its 26-week average.

CBOE Euro Currency Volatility Index (EVZ) is recently down 3.2% to 6.70, below its 50-day moving average of 7.82.
cboe.com/EVZ

Actives @ CBOE:  AAPL TSLA MNKD TWTR C AMZN SVU NFLX VZ FB

Options with increasing volume @ CBOE: MU MNKD AA PBR SVU DLLR REN LQDT ACTG ADI URS

CBOE S&P 500 Short-Term Volatility Index (VXST) up 33c to 12.46, compared to its 10-day moving average of 13.96. VXST is a market-based gauge of expectations of 9-day volatility cboe.com/vxst

CBOE DJIA BuyWrite Index (BXD) down 22c to 260, compared to its 50-day moving average of 254.80. cboe.com/micro/bxd/

CBOE Volatility Index (VIX) up 38c to 13.47. VIX April 14 & 17 calls are active at CBOE on 198K contracts cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) recently up 23c to 41.26.

S&P 100 Options (OEX) recently up 1.86 to $833.20 on the February U.S. trade deficit widened as exports hit a five-month low.