CBOE Mid-Day Update 9.29.14

Volatility as an asset class

Alibaba (BABA) is recently down $1.44 to $89.03. October 90, 95 and 100 calls are active at the CBOE on the first day of options trading. October call option implied volatility is at 38, November is at 39, December is at 38, January is at 37.

GoPro (GPRO) is recently up $6.39 to $88.26 after revealing new HERO4 camera line-up. October weekly call option implied volatility is at 71, October is at 81, December is at 77, January is at 79; compared to its 10-week average of 57.

DreamWorks Animation (DWA) is recently up $4.88 to $27.26 after movie and television show producer was said to be in talks to be acquired by the Japanese telecom company Softbank (SFTBF), according to The Hollywood Reporter. October call option implied volatility is at 58, November is at 51, December is at 44; compared to its 26-week average of 36.


Stocks with increasing volume @ CBOE: JNS RGEN ALIM TIBX ATHL DWA ASNA PSDV BGC

CBOE Volatility Index (VIX) up $1 to 15.93. Oct 17, 19 and 23 calls active on 472K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) up $1.21 to 30.59.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 1.66 to 16.70; compared to its 10-day moving average of 13.61. stks.co/r0CS2
CBOE DJIA BuyWrite Index (BXD) down $1.03 to 266.67 compared to its 50-day moving average of 268.55 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently down $4.40 to 880.90 on Hong Kong protests resulting in geopolitical concerns.