Volatility as an asset class
Large Cap oil Services Company’s volatility is elevated as WTI Crude oil trades near $65
Baker Hughes (BHI) overall option implied volatility of 34 compares to its 26-week average of 28.
Dril-Quip (DRQ) overall option implied volatility of 35 compares to its 26-week average of 29.
Schlumberger (SLB) overall option implied volatility of 32 compares to its 26-week average of 25.
Weatherford (WFT) overall option implied volatility of 54 compares to its 26-week average of 38.
CBOE Crude Oil Volatility Index (OVX) up 12.9% to 38.60, WTI crude oil trades $65. cboe.com/OVX
CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) up 9.1% to 29.99, WTI @ $65
Active options at CBOE: AAPL C BAC AMZN GILD TSLA TWTR RIG MCD
Options with increasing volume @ CBOE: DWA AMAT COP SUNE CBST DWA
CBOE/CBOT 10-year U.S. Treasury Note Volatility (VXTYN) at 4.78; 52-week low 1.69, high 14.58 www.cboe.com/vxtyn
VIX methodology for iShares Trust FTSE China 25 Index Fund (VXFXI) -2.6% to 28.52, 50-day MA is 24.71 after sharp FXI rally
CBOE Volatility Index (VIX) is recently up 96c to 12.78; December 15 calls and December 12 puts are active on total volume of 133K cboe.com/VIX
iPath S&P 500 VIX Short-Term Futures ETN (VXX) is recently down 7c to 26.03
CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 1.68 to 12.38; compared to its 10-day moving average of 12.03 stks.co/r0CS2
CBOE DJIA BuyWrite Index (BXD) is recently up 9c to 263.95 compared to its 50-day moving average of 261.86
S&P 100 Options (OEX) recently is recently down 98c to 918.72 as WTI oil trades at five-year lows.