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