CBOE Mid-Day Update 9.25.14

Volatility as an asset class

CBOE Volatility Index NASDAQ 100 (VXN) recently up 16.8% to 17.81; compared to its 10-day moving average of 15.19, 50-day moving average of 14.28.  NASDAQ 100 down 1.8%.

CBOE DJIA Volatility Index (VXD) is recently up 17.4% to 14.10; compared to 10-day moving average of 12.35, 50-day moving average of 12.43.  Dow Jones down 1.3%.

CBOE Russell 2000 Volatility Index (RVX) is recently up 8.8% to 20.64; compared to 10-day moving average of 18.58, 50-day moving average of 18.37.  IWM down 1.5%.

CBOE 100 Volatility Index (VXO) is recently up 24.7% to 14.58; compared to its 10-day moving average of 11.82, 50-day moving average of 11.88.   OEX down 1.3% to 880.82.

CBOE S&P 500 3-month Volatility Index (VXV) is recently up 8.6% to 16.50; compared to its 10-day moving average of 15.17, 50-day moving average of 14.73

CBOE Crude Volatility Index (OVX) is recently up 2.8% to 20.35; WTI Crude future oil up 0.30% to $93.08.

CBOE Gold Volatility Index (GVZ) is recently up 3.5% to $17.82. Gold  near year low, down 0.07% to $1,2618  cboe.com/GVZ

CBOE EuroCurrency Volatility Index (EVZ) is recently down 7.7% to $7.69.

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

Stocks with increasing volume @ CBOE: HIL JBL CE DMND PGH BWLD AES ABG MT DLPH EW

CBOE Volatility Index (VIX) up 19.3% to 15.83. Oct 13, 15, 20 and 22 calls active on 255K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) up 6.2% to 30.05.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 34.2% to 17.22; compared to its 10-day moving average of 13.40. stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) down 1.1% to 266.08 compared to its 50-day moving average of 268.69 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently down 1.3% to 880.84 on rate concerns