CBOE Mid-Day Update 6.3.14

Auto stocks doing well at mid-day while retailers and telecoms a little soft.  AAPL conference, lots of small and well received announcements but nothing major.  Defense Orders helped Factory Orders to a 0.7% rise.  Volatility as an asset class:

Ford (F) is up $0.07 to $16.52 on 24mm shares, after reporting May U.S. sales rose 3% to 254,084 vehicles. June weekly call option implied volatility is at 17, July and September is at 18; compared to its 26-week average of 24.

General Motors (GM) is up 5$0.34 to $35.20 after reporting May U.S. sales rose 12.6% to 284,694 vehicles. June weekly call option implied volatility is at 21, June and September is at 22; compared to its 26-week average of 27.

Toyota (TM) is up $0.76 to $114.71 after reporting May U.S. sale rose 17% to 243,236 units. June weekly call option implied volatility is at 16, June and July is at 14, October is at 16; compared to its 26-week average of 21.

VIX methodology for Apple (VXAPL) -3.3% to 21.74, compared to its 10-day MA of 21.52.  CBOE.com/VXAPL

Actives at CBOE:  AAPL HSH TWTR NFLX TSLA MCP AMAT LVS C WLT

Stocks with increasing volume @ CBOE: MRO CVA MWV HSH IDCC AL TIBX KKD WLB

CBOE S&P 500 Short-Term Volatility Index (VXST) up 0.42 to 10.79; compared to its 10-day moving average of 10.51. VXST is a market-based gauge of expectations of 9-day volatility stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) down 0.2% 266.92, compared to its 50-day moving average of 261.66 cboe.com/micro/bxd/

CBOE Volatility Index (VIX) up 3.4% to 11.83. VIX June 13 and 17 calls are active on 96K contracts @ CBOE cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) up 0.22 to 33.60.

CBOE DJIA Volatility Index (VXD) up 2.3% to 11.28; compared to its 50-day moving average of 12.55.

CBOE Nasdaq-100 Volatility Index (VXN) up 1.% to 14.47; compared to its 50-day moving average of 17.14

S&P 100 Options (OEX) recently down 1.02 to $851.38 as euro-area data showed slower than forecast inflation ahead of this week’s European Central Bank meeting.