CBOE Mid-Day Update 7.18.14

Volatility as an asset class

General Electric (GE) is recently down 25c to $26.36 after reporting a 13% increased Q2 profit. August and September call option implied volatility is 13, December is at 14; compared to its 26-week average of 17.

Honeywell (HON) is recently up $1.90 to $97.06 on Q2 earnings rose 7.6%. August call option implied volatility is at 14, September is at 12, December is at 14; compared to its 26-week average of 17.

LabCorp (LH) is recently down $2.19 to $103.23 after the medical testing services provider reported Q2 earnings fell 7%. August call option implied volatility is at 20, November is at 19, February is at 20; compared to its 26-week average of 22.

Actives at CBOE:  AAPL TSLA SUNE GOOGL GOOG TWTR AMZN

Stocks with increasing volume @ CBOE:  NQ PBR JCP MPEL DNKN HSP NI SWKS

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently down $4 to 12.21; compared to its 10-day moving average of 11.62. VXST is a market-based gauge of expectations of 9-day volatility stks.co/r0CS2

CBOE Volatility Index (VIX) down 2.47 to 12.02. VIX August 13, 14, 15, 17 calls and 12 puts are active on 245K contracts @ CBOE cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) down 6.8% to 27.92, July 28.5 & 29 calls are active.

CBOE DJIA Volatility Index (VXD) down 1.84 to 11.49; compared to its 10-day moving average of 11.28.

CBOE Nasdaq-100 Volatility Index (VXN) down 2.10 to 13.74; compared to its 50-day moving average of 13.77.

S&P 100 Options (OEX) recently is recently up $6.94 to 877.60 as solid corporate earnings supersede geopolitical events.

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