CBOE Mid-Day Update 11.20.14

Volatility as an asset class

GoPro (GPRO) is recently down $4.90 to $74.24 after files to sell $800M in common stock for holders . November weekly call option implied volatility is at 67, December is at 58, January is at 53; compared to its 15-week average of 56.

El Pollo LoCo (LOCO) is recently down $1.41 to $28.21 after 6M share Secondary priced at $27.00. Overall option implied volatility of 51 is near its 10 week average of 49.

Active options at CBOE: AAPL AMZN WLT CRM DG NFLX TWTR BABA GILD

Options with increasing volume @ CBOE: KBR LM PRGO CHRW DG ZMH LGF ZTS OSIR REGI

CBOE Volatility Index (VIX) is recently down 25c to 13.71; December 22 and 23 calls active on 139K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures ETN (VXX) is recently down 14c to 28.64

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently down 29c to 11.13; compared to its 10-day moving average of 11.41 stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) is recently up 1c to 262.84 compared to its 50-day moving average of 263.527cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently up $1 to 909.80 as interest rates trade higher.