CBOE Mid-Day Update 9.22.14

Volatility as an asset class

S&P 100 Options (OEX) recently is recently down 6.17 to 890.94 on weak U.S. existing home sales in August and China finance minister indicating the country will not increase stimulus measures.

CBOE Volatility Index (VIX) up 14.8% to 13.90. Oct 20 and November 15 calls active on 129K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) up 3.9% to 28.29.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 31.8% to 13.72; compared to its 10-day moving average of 12.68. stks.co/r0CS2

CBOE DJIA Volatility Index (VXD) up 10.9% to 12.23; compared to its 10-day moving average of 12.12.

CBOE Nasdaq-100 Volatility Index (VXN) up 14.2% to 15.76; compared to its 50-day moving average of 14.12.

Actives at CBOE:  AAPL YHOO TSLA TWTR PBR CLF WLT AMZN HPQ NQ C

Stocks with increasing volume @ CBOE: TA CLX SIAL REN BWA ANET CRR MILL IWO EROC

CBOE DJIA BuyWrite Index (BXD) down .88c to 268.67 compared to its 50-day moving average of 268.86 cboe.com/micro/bxd/