CBOE Mid-Day Update 7.24.14

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.
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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.