CBOE Mid-Day Update 10.6.14

Volatility as an asset class

Intuitive Surgical (ISRG) is recently up $16.45 to $491.66 after Goldman Sachs upgraded the medical device company to Buy. October weekly call option implied volatility is at 39, October is at 33, November is at 36, January is at 31; compared to its 26-week average of 33.

Chimerix (CMRX), up 7% after announcing announced that brincidofovir has been provided for potential use in patients with Ebola Virus Disease. October call option implied volatility is at 75, November is at 89, February is at 85; compared to its 2-week average of 73.

TASER (TASR) is recently down 7c to $15 after announces multiple orders of TASER Smart Weapons. October call option implied volatility is at 57, November is at 59, December is at 55; compared to its 26-week average of 49.

Actives at CBOE:  AAPL TWTR TSLA NFLX PBR BAC RSH C HPQ AMZN CLF

Stocks with increasing volume @ CBOE: GTAT OI SNSS DRTX ADHD BDX GSAT VNDA RIO ISRG

CBOE Volatility Index (VIX) down 82c to 15.37. Oct 15, 16, 18, 20 and 21 calls active on 358K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures ETN (VXX) is recently up 17c to 29.76

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 1.82 to 15.66; compared to its 10-day moving average of 15.40. stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) down 40c to 266.29 compared to its 50-day moving average of 268 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently down $1.40 to 877.30 as global stocks extends its rally.