CBOE Mid-Day Update 10.13.14

Volatility as an asset class

Tech stocks share prices have had wide price moment resulting in higher option implied volatility.

Facebook (FB) is recently up $1.17 to $60.20. October call option implied volatility is at 40, November is at 47, December is at 40; compared to its 26-week average of 38.

Amazon.com (AMZN) is recently down $2.22 to $309.23.  October call option implied volatility is at 34, November is at 43, December is at 34; compared to its 26-week average of 34.

VIX methodology for Amazon (VXAZN)  up 17.2% to 45.98, above 50-day MA 28.65.

Netflix (NFLX) is recently down $9.87 to $442.02. October call option implied volatility is at 78, November is at 39, December is at 36; compared to its 26-week average of 35.

Tesla Motors (TSLA) is recently down $9.38 to $227.72. October call option implied volatility is at 57, November is at 58, December is at 49; compared to its 26-week average of 46.

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

Stocks with increasing volume @ CBOE: EDU DRYS CSX AMTD DAL

CBOE Volatility Index (VIX) is recently up 26c to 21.50, Oct 17, 19, 20 and 25 calls active on 613K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures ETN (VXX) is recently up 2c to 35.90.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 3.7% to 22.76; compared to its 10-day moving average of 17.63. stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) down 24c to 259.33 compared to its 50-day moving average of 267.41 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently down 1.10 to 852.20 amid light trading volume on global economic growth concerns.