CBOE Mid-Day Update 10.9.14

Volatility as an asset class

Volatility has increased as stocks have hit session lows

Russell 2000 (IWM) October call implied volatility is at 23. www.cboe.com/IWM

S&P 100 (OEX) October call implied volatility is at 15.  www.cboe.com/OEX

S&P 500 Index Options (SPX) October call implied volatility is at 12. www.cboe.com/SPX

Russell 2000 Index Options (RUT) October call implied volatility is at 21. www.cboe.com/RUT

Nasdaq-100 Index Tracking Stock (QQQ) October call implied volatility is at 16.  www.cboe.com/QQQ

CBOE Crude Volatility Index (OVX) is recently up 3.7% to 26.22; WTI Crude oil futures down -0.87% to $86.55.

Actives at CBOE:  AAPL TWTR TSLA NFLX PBR AMZN CLF AA BAC

Stocks with increasing volume @ CBOE: HRB ACM KND JAKK IACI KRE ALXN BEN XRS GPS

CBOE Volatility Index (VIX) is recently up 1.93 to 17.03, Oct 18, 19, 21 and 22 calls active on 220K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures ETN (VXX) is recently up 1.52 to 31.07.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 17.8% to 17.18; compared to its 10-day moving average of 15.83. stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) down 3.74 to 262.92 compared to its 50-day moving average of 267.63 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently down $11.60 to 868.30 on global growth concerns