CBOE Mid-Day Update 9.3.14

Volatility as an asset class

Market-Vector Russia ETF Trust (RSX) is recently up $1.24 to $24.83 on hopes for a Ukraine conflict resolution. September weekly call option implied volatility is at 31, September is at 27, November is at 25; compared to its 26-week average of 25.

Mobileye (MBLY) is recently up $4.39 to $47.41 after Morgan Stanley sees potential for stock to double, September call option implied volatility is at 75, October is at 61, December is at 59; compared to its 5-day average of 53.

Netflix (NFLX) is recently up $2.85 to $479.16 after trading at a record high of $487.60.  September weekly call option implied volatility is at 30, September is at 27, October is at 26, January is at 31; compared to its 26-week average of 37.

NFLX 9/5/14 calls 485, 490, 495, & 500 calls and 475, 480 puts on 88K contracts at the CBOE.

Actives at CBOE:  AAPL TSLA PBR GILD BIDU GILD X FB C TWTR

Stocks with increasing volume @ CBOE: INFI BCS TRMB HMSY FL END GRUB

CBOE DJIA BuyWrite Index (BXD) down 2c to 270.09, compared to its 50-day moving average of 268.22 cboe.com/micro/bxd/

CBOE Volatility Index (VIX) up 28c to 12.52. VIX September 14 and 17 calls are active on 112K contracts @ CBOE cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) down 0.4% to 28.17

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 5.8% to 10.92; compared to its 10-day moving average of 10.38. stks.co/r0CS2

CBOE DJIA Volatility Index (VXD) up 0.4% to 11.79; compared to its 10-day moving average of 11.06.

CBOE Nasdaq-100 Volatility Index (VXN) up 5.9% to 13.74; compared to its 50-day moving average of 13.68.

S&P 100 Options (OEX) recently is recently down 1 to 887.50 after factory and auto sales reports.