CBOE Mid-Day Update 10.14.14

Volatility as an asset class

Wells Fargo (WFC) is recently down 55c to $49.65 after reporting in-line Q3 earnings. October call option implied volatility is at 27, November is at 19, January is at 20; compared to its 26-week average of 16.

Domino’s Pizza (DPZ) is recently up $6.90 to $82.63 after the company reported better than expected Q3 earnings per share and revenue. October call option implied volatility is at 30, November is at 21, December is at 20, January is at 18; compared to its 26-week average of 23.

Skyworks (SWKS) is recently up $5.36 to $50.65 after the company pre-announced better than expected Q4 results. October call option implied volatility is at 66, November is at 55, January is at 51; compared to its 26-week average of 35.

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

Stocks with increasing volume @ CBOE: AMD SUNE CMCSA PBR VALE ABG AMJ SWI CIT INVE VIP PH AMLP CSX DPZ

CBOE Volatility Index (VIX) is recently down $3 to 21.64; Oct 18, 20, 21, 23, 24 & 25 calls active on 1M cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures ETN (VXX) is recently down 2.86 to 36.74.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently down 14.5% to 23.36; compared to its 10-day moving average of 18.74. stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) up 2.09 to 258.14 compared to its 50-day moving average of 267.21 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently up 7.60 to 848.44 after three day sell off.