CBOE Mid-Day Update 11.10.14

Volatility as an asset class

Teucrium Corn Fund (CORN) is recently up 23c to $25.96 amid USDA lowering corn production forecast by 68M bushels.  Overall option implied volatility of 24 is near its 26-week average of 23.

Teucrium Soybean Fund (SOYB) overall option implied volatility of 25 compares to its 26-week average of 23.

Teucrium Wheat Fund (WEAT) overall option implied volatility of 29 compares to its 26-week average of 27.

Active options at CBOE: AAPL BABA PBR TSLA TWTR YHOO NFLX GILD

Options with increasing volume @ CBOE: TW CMCSA JCP ACI HTZ WAG

VIX methodology for iShares Silver Trust (VXSLV) down 10.6% to $32.11; SLV is down 12c to $14.98.

CBOE Volatility Index (VIX) is recently down 4.2% to 12.57; November17, 18, 20 and 21 calls active on 296K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures ETN (VXX) is recently down $1.05 to 27.98.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 3.9% to 11.56; compared to its 10-day moving average of 13.53 stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) is recently down 1c to 262.74 compared to its 50-day moving average of 264.46 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently up 2.06 to 903.64 on bond rates trading near three-week highs.