CBOE Mid-Day Update 7.8.14

Volatility as an asset class

Proshares VIX Short-Term Futures ETF (VIXY) is recently up 3.6% to 19.13; compared to its 50-day moving average of 22.34.

Proshares VIX Mid-Term Futures ETF (VIXM) is recently up 1.5% to 15.38; compared to its 50-day moving average of 16.67.

iPath S&P 500 VIX MD-TM FT (VXZ) is recently up 1.7% to 12.57; compared to its 50-day moving average of 13.69.

Velocity Share VIX Short Term ETN (VIIX) is recently up 3.4% to 38.81; compared to its 50-day moving average of 45.33.

Velocityshares Daily 2X VIX Short Term ETN (TVIX) is recently up 6.5% to 2.97; compared to its 50-day moving average of 4.24.

ProShares Ultra VIX Short-Term Futures ETF (UVXY) is recently up 6.9% to 26.69, compared to its 50-day moving average of 37.78.

Actives at CBOE:  AAPL TSLA TWTR AMZN FB ECA SCTY BIDU

Stocks with increasing volume @ CBOE:  ININ FTNT EWT ECA SOCL ROYL WLB VRS TXMD SHPG

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 2.04 to 12.51; compared to its 10-day moving average of 10.71. VXST is a market-based gauge of expectations of 9-day volatility stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) down 0.5% to 267.71, compared to its 50-day moving average of 267.71 cboe.com/micro/bxd/

CBOE Volatility Index (VIX) up 9.7% to 12.43. VIX July 13, 14, 16 & 20 calls are active on 954K contracts @ CBOE cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) up 2.8% to 28.54.

CBOE DJIA Volatility Index (VXD) up 8.3% to 11.64; compared to its 10-day moving average of 10.81.

CBOE Nasdaq-100 Volatility Index (VXN) up 12.2% to 13.96; compared to its 50-day moving average of 14.34.

S&P 100 Options (OEX) recently is recently down 7.04 to 868.78 as traders take profits into corporate earnings season.