CBOE Mid-Day Update

Volatility as an asset class

SPDR Homebuilder (XHB) is recently up 65c to $31.79 on July Housing starts were 1093K vs 1000K.  September call option implied volatility is at 16, December is at 17; compared to its 26-week average of 20.

TJX (TJX) is recently up $4.62 to $58.55 after reporting better than expected Q2 results and raised in full-year outlook. September call option implied volatility is at 18, October is at 17, January is at 16; compared to its 26-week average of 20 according to Track Data

Aeropostale (ARO) is recently up 75c to $3.98 after announcing that its longtime former CEO, Julian Geiger, would return to the role. September call option implied volatility is at 63, October is at 60, January is at 65; compared to its 26-week average of 58.

VIX methodology for Apple (VXAPL) up 0.4% to 25.35; compared to its 50-day moving average of 24.97 as AAPL trades above $100.

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

Stocks with increasing volume @ CBOE: JD RFMD NGD ARO AEO

CBOE DJIA BuyWrite Index (BXD) up 39c to 268.86, compared to its 50-day moving average of 267.81 cboe.com/micro/bxd/

CBOE Volatility Index (VIX) down 34c to 11.98. VIX August 13, 14 calls and 12, 15 put are active on 435K contracts @ CBOE cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) down 1.1% to 27.49

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently down 8.9% to 11; compared to its 10-day moving average of 14. stks.co/r0CS2

CBOE DJIA Volatility Index (VXD) down 3.7% to 11.05; compared to its 10-day moving average of 13.23.

CBOE Nasdaq-100 Volatility Index (VXN) down 1.6% to 12.65; compared to its 50-day moving average of 13.78.

S&P 100 Options (OEX) recently is recently up $3.50 to 879.18 following the Consumer Price Index report showing that consumer prices rose 0.1% overall in the month of July versus expectations of an increase of 0.1%.