CBOE Mid-Day Update 11.11.14

Volatility as an asset class

SPDR Gold Trust (GLD) is recently up $1.10 to $111.53 as gold slips lower. November weekly call option implied volatility is at 23, November is at 19, December is at 20; compared to its 26-week average of 15.

Groupon (GRPN) is recently up 22c to $7.65 after reporting 53M total customers, sold 88M Groupons in the last quarter. November weekly call option implied volatility is at 70, November is at 54, December is at 55, January is at 55; compared to its 26-week average of 60.

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

Options with increasing volume @ CBOE: HTZ MRK RLGY M JWN CALL

VIX methodology for iShares Silver Trust (VXSLV) up 4.5% to $35.05; SLV is up 8c to $15.04.

CBOE Volatility Index (VIX) is recently up 2.5% to 12.98; November 15, 17 and 25 calls active on 289K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures ETN (VXX) is recently up 32c to 28.81.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 2.5% to 11.60; compared to its 10-day moving average of 13.23 stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) is recently down 7c to 262.78 compared to its 50-day moving average of 264.32 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently down 32c to 904.04 on a light economic calendar and bond markets being closed in observance of Veteran’s