CBOE Mid-Day Update 8.25.14

Volatility as an asset class

VIX methodology for IBM (VXIBM) up $1.21 to 14.79; below its 50-day moving average of 18.04. cboe.com/VXIBM

VIX methodology for Goldman Sachs (VXGS) up 50c to 18.15; below its 50-day moving average of 18.87. cboe.com/VXGS cboe

VIX methodology for Apple (VXAPL) up 89c to 25.24; below its 50-day moving average of 25.20. cboe.com/VXAPL

VIX methodology for Amazon (VXAZN) up 40c to at 23.37; below its 50-day moving average of 30.67. cboe.com/VXAZN

VIX methodology for Google (VXGOG) up 89c to 18.70; below its 50-day moving average of 22.75 cboe.com/VXGOG

Actives at CBOE:  AAPL TSLA GILD C TWTR NFLX PBR BAC

Stocks with increasing volume @ CBOE: X ITMN

CBOE DJIA BuyWrite Index (BXD) up 36c to 269.78, compared to its 50-day moving average of 267.96 cboe.com/micro/bxd/

CBOE Volatility Index (VIX) down 12c to 11.35. VIX September 14 and 20 calls are active on 242K contracts @ CBOE cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) down 0.9% to 27.46

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 2.3% to 10.32; compared to its 10-day moving average of 11.89. stks.co/r0CS2

CBOE DJIA Volatility Index (VXD) down 1.5% to 10.59; compared to its 10-day moving average of 11.62.

CBOE Nasdaq-100 Volatility Index (VXN) up 1.6% to 12.43; compared to its 50-day moving average of 13.60.

S&P 100 Options (OEX) recently is recently up $4.88 to 887.72 as the S&P 500 rose above 2,000 for the first time ever after a report that showed new home sales unexpectedly declined in July.