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 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.