Blogging Options: CBOE Mid-day Update 6.9.14

Volatility as an asset class

Twitter (TWTR) is recently up 87c to $34.22 as shares test resistance at $35 level.  June weekly call option implied volatility is at 49, June is at 56, July is at 47, July is at 51; compared to its 26-week average of 57.

Kraft (KRFT) is recently up 61c to $60.34 after raising the prices on Maxwell House and Yuban brands approximately 10%. June and July call option implied volatility is at 10, September and December is at 12; compared to its 26-week average of 16.

VIX methodology for Apple (VXAPL) -8.6% to 22.29, compared to its 10-day MA of 23.10 as Apple (AAPL) is up $1.26 to $93.48.  CBOE.com/VXAPL

Actives at CBOE:  AAPL GILD AMZN MNKD C EBAY HSH HTZ APA

Stocks with increasing volume @ CBOE: BNNY VIP ACHN CCIH SLXP IDIX BDSI DYN USG NKTR

CBOE S&P 500 Short-Term Volatility Index (VXST) up 69c to 9.94; compared to its 10-day moving average of 10.44. VXST is a market-based gauge of expectations of 9-day volatility stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) down 0.1% 267.69, compared to its 50-day moving average of 262.49 cboe.com/micro/bxd/

CBOE Volatility Index (VIX) up 3.9% to 11.15. VIX June 13 and 14 calls are active on 274K contracts @ CBOE cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) down 33c to 30.02.

CBOE DJIA Volatility Index (VXD) down 4.3% to 10.79; compared to its 50-day moving average of 12.37.

CBOE Nasdaq-100 Volatility Index (VXN) up 1.7% to 10.66; compared to its 50-day moving average of 16.79

S&P 100 Options (OEX) recently up 1.96 to $861.56 as the S&P 500 and the Dow Jones Industrial Average trade toward new milestone levels.

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