CBOE Mid-Day Update 8.28.14

Volatility as an asset class

Market-Vector Russia ETF Trust (RSX) is recently down 73c to $24.39 as the Ukraine conflict worsens. September weekly call option implied volatility is at 27, September and October is at 28, November is at 26; compared to its 26-week average of 25.

GoPro (GPRO) is recently $2.22 to $47.73, near a record high of $49.90.  September weekly call option implied volatility is at 47, September is at 40, October is at 36, January is at 32; compared to its 8-week average of 56.

Dollar General (DG) is recently up 93c to $64.63 after the retailer reported its sales rose less than expected. September weekly call option implied volatility is at 29, September and October is at 27, January is at 24; compared to its 26-week average of 32.

Active calls @ CBOE; AAPL 8/29/14 102, 103, Oct 101.43 & Nov 110

Active puts @ CBOE; AAPL 8/29/14 102, Sep 104 & Nov 110

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

Stocks with increasing volume @ CBOE: WLT CLF RSH SIG

CBOE DJIA BuyWrite Index (BXD) down 23c to 269.91, compared to its 50-day moving average of 268.09 cboe.com/micro/bxd/

CBOE Volatility Index (VIX) up 33c to 12.31. VIX September 14, 16 and 25 calls are active on 131K contracts @ CBOE cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) up 0.8% to 28.06

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 5.2% to 10.37; compared to its 10-day moving average of 11. stks.co/r0CS2

CBOE DJIA Volatility Index (VXD) up 3.4% to 11.06; compared to its 10-day moving average of 11.12.

CBOE Nasdaq-100 Volatility Index (VXN) up 2.4% to 12.63; compared to its 50-day moving average of 13.63.

S&P 100 Options (OEX) recently is recently down 1.32 to 887.38 as Ukraine conflict worsens.

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