CBOE Mid-Day Update 8.18.14

Volatility as an asset class

Google (GOOG) is recently up $10.65 to $584.20 after acquiring digital photo analysis startup Jetpac. VIX methodology for Google (VXGOG) up 2.1% to 17.25; compared to its 50-day moving average of 23.60.

IBM (IBM) is recently up $2.24 to $189.57 on U.S. regulatory approval of x86 server sale to Lenovo. VIX methodology for IBM (VXIBM) down 3% to 13.52; compared to its 50-day moving average of 18.61.

Apple (AAPL) is recently up $1 to $98.98 on December quarter EPS likely to beat by +10%, _DSC0068says RBC Capital. VIX methodology for Apple (VXAPL) down 3.3% to 25.20; compared to its 50-day moving average of 24.90.

Actives at CBOE:  AAPL GILD TSLA TWTR NFLX PBR AMZN HTZ

Stocks with increasing volume @ CBOE: AFL LCI MOBI TRP TASR AMRN SNSS EGHT CSTM NEU

CBOE DJIA BuyWrite Index (BXD) up 1.48 to 268.34, compared to its 50-day moving average of 267.79 cboe.com/micro/bxd/

CBOE Volatility Index (VIX) down 73c to 12.42. VIX August 13, 15, 16 and 17 calls are active on 278K contracts @ CBOE cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) down 3.5% to 27.88

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently down 14.8% to 12.22; compared to its 10-day moving average of 14.63. stks.co/r0CS2

CBOE DJIA Volatility Index (VXD) up 8.3% to 11.76; compared to its 10-day moving average of 13.73.

CBOE Nasdaq-100 Volatility Index (VXN) down 4.8% to 12.73; compared to its 50-day moving average of 13.80.

S&P 100 Options (OEX) recently is recently up $7.36 to 875.66 on news that Russia and Ukraine were working on a potential ceasefire.