Blogging Options: CBOE Mid-day Update 8.1.14

Active morning at CBOE, as 5.1mm contracts trade. SPX 690k, VIX options 960k and VIX Futures with 322k volume.  Volatility as an asset class:

Volatility indexes have spike today as stock indexes have traded lower

Proshares VIX Short-Term Futures ETF (VIXY) is up 4.8% to 22.07; compared to its 50-day moving average of 20.04.

Proshares VIX Mid-Term Futures ETF (VIXM) is recently up 1.2% to 15.72; compared to its 50-day moving average of 15.75.

iPath S&P 500 VIX MD-TM FT (VXZ) is up 1.3% to 12.85; compared to its 50-day moving average of 12.88.

Velocity Share VIX Short Term ETN (VIIX) is recently up 5.3% to 44.90; compared to its 50-day moving average of 40.65.

Velocityshares Daily 2X VIX Short Term ETN (TVIX) is recently up 10.7% to 3.85; compared to its 50-day moving average of 3.31.

ProShares Ultra VIX Short-Term Futures ETF (UVXY) is up 10.7% to 35.07, compared to its 50-day moving average of 29,73.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 0.9% to 19.77; compared to its 10-day moving average of 13.62. stks.co/r0CS2

CBOE DJIA Volatility Index (VXD) up 4% to 16.37; compared to its 10-day moving average of 12.75.

CBOE Nasdaq-100 Volatility Index (VXN) up 6.3% to 17.85; compared to its 50-day moving average of 13.51.

Actives at CBOE:  AAPL TSLA C NFLX TWTR AMZN LNKD X FB

Stocks with increasing volume @ CBOE:  GRPN DDD CSCO

CBOE DJIA BuyWrite Index (BXD) down 1.62 to 263.17, compared to its 50-day moving average of 268.06 cboe.com/micro/bxd/

CBOE Volatility Index (VIX) up 51c to 17.46. VIX August 16, 17, 18 and 20 calls are active on 501K contracts @ CBOE cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) up 4.8% to 33.02.

S&P 100 Options (OEX) recently is recently down $4.54 to 854.30 on the benign payrolls report fades and Argentina and Portuguese BES headlines take over once more.

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