CBOE Mid-Day Update 10.29.14

Volatility as an asset class

Electronic Arts (EA) is recently up $1.50 to $38.93 after the company’s Q2 earnings per share and revenue topped analysts’ estimates. November and December call option implied volatility is at 33 and January is at 31; compared to its 26-week average of29.

Gilead (GILD) is recently down $3.42 to $110.83 after the bio-tech company released earnings that missed analyst expectations. November weekly call option implied volatility is at 39, November is at 36, December is at 35, January is at 34; compared to its 26-week average of 33.

Anadarko (APC) is recently up $1.43 to $91.85 on Q3 revenue rose 30% from a year earlier.  November weekly call option implied volatility is at 45, November is at 36, December is at 37, January is at 35; compared to its 26-week average of 28.

VIX methodology for Amazon (VXAZN) is recently down 1.8% to 27.47, compared to its 10-day moving average of 38.72. cboe.com/VXAZN

Actives at CBOE:  AAPL PBR TSLA AMZN ARCP GILD CLF FB

Stocks with increasing volume @ CBOE:  KO TOL WYNN ORB ATK

CBOE Volatility Index (VIX) is recently up 8.2% to 15.57; November 21 & 25 calls active on 306K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures ETN (VXX) is recently up 84c to 31.33

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 2.07 to 16.46; compared to its 10-day moving average of 18.62. stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) is recently down 38c to 261.49 compared to its 50-day moving average of 265.59 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently down 1.92 to 880.26 into Federal Reserve statement.