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