CBOE Mid-Day Update 10.10.14

Volatility as an asset class

CBOE Volatility Index NASDAQ 100 (VXN) recently up 6.2% to 21; compared to its 10-day moving average of 18.68, 50-day moving average of 15.27.  NASDAQ 100 down 0.9%.

CBOE DJIA Volatility Index (VXD) is recently down 0.4% to 15.64; compared to 10-day moving average of 14.31, 50-day moving average of 12.83.  Dow Jones up 0.3%.

CBOE Russell 2000 Volatility Index (RVX) is recently down 1.9% to 22.90; compared to 10-day moving average of 21.44, 50-day moving average of 18.79.  IWM up 0.6%.

CBOE 100 Volatility Index (VXO) is recently up 1.3% to 18.33; compared to its 10-day moving average of 15.45, 50-day moving average of 12.73.   OEX up 0.2%.

CBOE S&P 500 3-month Volatility Index (VXV) is recently up 0.8% to 18.25; compared to its 10-day moving average of17.16, 50-day moving average of 15.38.

CBOE Crude Volatility Index (OVX) is recently up 7.6% to 29.25; WTI Crude future oil down 0.49% to $85.35.

CBOE Gold Volatility Index (GVZ) is recently up 2% to $18.22. GLD down 0.1% to $117.56  cboe.com/GVZ

CBOE EuroCurrency Volatility Index (EVZ) is recently up 3.6% to $7.83.

Actives at CBOE:  AAPL TWTR TSLA NFLX PBR AMZN FB C BAC

Stocks with increasing volume @ CBOE: LEN AA FLEX BYD SMH EWY

CBOE Volatility Index (VIX) is recently up 8c to 18.84, Oct 18, 19, 20 and 25 calls active on 560K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures ETN (VXX) is recently up 2.2% to 32.92.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently down 9.6% to 19.55; compared to its 10-day moving average of 16.72. stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) up 60c to 262 compared to its 50-day moving average of 267.55 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently up 14c to 862.80 on global growth concerns.