CBOE Mid-Day Update 10.30.14

Volatility as an asset class

MasterCard (MA) is recently up $5.62 to $81.60 on better than expected Q3 results and outlook. November call option implied volatility is at 23, December is at 18, January is at 17; compared to its 26-week average of 24.

Weight Watchers (WTW) is recently down $4.51 to $24.91 on commentary of higher expenses and lower gross margins.  November call option implied volatility is at 41, December is at 35, January is at 34; compared to its 26-week average of 35.

Avon Products (AVP) is recently down 79c to $10.17 on larger than expected revenue decline. November call option implied volatility is at 39, December is at 37, January is at 36; compared to its 26-week average of 33.

VIX methodology for Amazon (VXAZN) is recently up 2.1% to 27.66, compared to its 10-day moving average of 36.48. cboe.com/VXAZN

Actives at CBOE:  AAPL PBR TSLA AMZN BMY GILD KO FB TWTR

Stocks with increasing volume @ CBOE:  NBR ARCP NEM AA WLT

CBOE Volatility Index (VIX) is recently down 2.9% to 14.72; November 16 & 18 calls active on 184K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures ETN (VXX) is recently up 15c to 31.13

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently down 61c to 14.29; compared to its 10-day moving average of 16.85. stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) is recently up 39c to 262.11 compared to its 50-day moving average of 265.46 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently up 2.62 to 883.78 a day after