Volatility as an asset class
Ford (F) is recently up 19c to $17.97 on Q2 profit increasing 6% to $1.3B. July weekly call option implied volatility is at 24, August is at 18, September and October is at 17; compared to its 26-week average of 23.
Under Armour (UA) is recently up $9.53 to $70.16 on Q2 net revenue growth of 34%. August call option implied volatility is at 30, August is at 27, January is at 26; compared to its 26-week average of 34.
United Continental (UAL) is recently up $1.28 to $47.28 on better than expected Q2 results. August call option implied volatility is at 33, September is at 24, January is at 28; compared to its 26-week average of 42.
VIX methodology for Amazon (VXAZN) up 0.9% to 37.16, above its 50-day of moving average of 31.22 into the release of Q2.
Actives at CBOE: AAPL FB GILD MMM BIDU TSLA NFLX TWTR GILD
Stocks with increasing volume @ CBOE: BBRY FTNT DPS UIS MXWL DEO CRI BC FFIV WYN
CBOE S&P 500 Short-Term Volatility Index (VXST) is recently down 11c to 10.72; compared to its 10-day
moving average of 11.74. VXST is a market-based gauge of expectations of 9-day volatility stks.co/r0CS2
CBOE DJIA BuyWrite Index (BXD) up 22c 271.50, compared to its 50-day moving average of 267.61 cboe.com/micro/bxd/
CBOE Volatility Index (VIX) up 22c to 11.73. VIX August 12, 12.5 and 13 puts are active on 102K contracts @ CBOE cboe.com/VIX
iPath S&P 500 VIX Short-Term Futures (VXX) down 2c to 28.18.
CBOE DJIA Volatility Index (VXD) down 1c to 11.43; compared to its 10-day moving average of 11.50.
CBOE Nasdaq-100 Volatility Index (VXN) up 3c to 12.94; compared to its 50-day moving average of 13.53.
S&P 100 Options (OEX) recently is recently up $1.08 to $885.60 following solid corporate earnings reports.