CBOE Mid-Day Update 7.14.14

Volatility as an asset class

CBOE Gold Volatility Index (GVZ) +6% to 14.07, 50-day MA 13.83, as SPDR Gold Trust (GLD) -2.4% to $125.73 cboe.com/GVZ

VIX methodology for IBM (VXIBM) down 1c to 21.67; above its 50-day moving average of 18.57.

VIX methodology for Goldman Sachs (VXGS) down 73c to 20.49; above its 50-day moving average of 18.69.

VIX methodology for Apple (VXAPL) up 81c to 28.26; above its 50-day moving average of 22.25.

VIX methodology for Amazon (VXAZN) up 2.15 to at 38.49, above its 50-day moving average of 30.45.

VIX methodology for Google (VXGOG) up 9c to 26.16; above its 50-day moving average of 23.58

Actives at CBOE:  AAPL TSLA TWTR NFLZ AMZN NQ C LNG PBR C

Stocks with increasing volume @ CBOE:  PRGR DD KORS PTEN SHPG IMMR

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently down 64c to 10.54; compared to its 10-day
moving average of 10.55. VXST is a market-based gauge of expectations of 9-day volatility stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) up 0.4% to 269.74, compared to its 50-day moving average of 266.41 cboe.com/micro/bxd/

CBOE Volatility Index (VIX) down 52c to 11.56. VIX July 12 and 13 calls are active on 417K contracts @ CBOE cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) down 97c to 27.33.

CBOE DJIA Volatility Index (VXD) down 47c to 10.73; compared to its 10-day moving average of 10.78.

CBOE Nasdaq-100 Volatility Index (VXN) down 27c to 13.39; compared to its 50-day moving average of 13.99.

S&P 100 Options (OEX) recently is recently up 5.90 to 877.80 to start the week after Citigroup’s (C) better than expected headline results appeared to renew investor optimism over the earnings season. Also, a number of additional M&A deals were reported over the weekend and this morning.