CBOE Mid-Day Update 12.23.14

Volatility as an asset class

VIX methodology for Goldman Sachs (VXGS) down 4.1% to 24.38, compared to its 50-day moving average of 22.59. cboe.com/VXGS

VIX methodology for Apple (VXAPL) down 0.7% to 28.09, compared to its 50-day moving average of 26.04. cboe.com/VXAPL

VIX methodology for Amazon (VXAZN) down 3% to at 33.97, compared to its 50-day moving average of 33.5. cboe.com/VXAZN

VIX methodology for Google (VXGOG) down 1.6% to 24.60, compared to its 50-day moving average of 24.56. cboe.com/VXGOG

VIX methodology for IBM (VXIBM) down 1.5% to 22.13, compared its 50-day moving average of 19.32.  cboe.com/VXIBM

CBOE/CBOT 10-year U.S. Treasury Note Volatility (VXTYN) down 1.35% to 5.35; 52-week low 1.69, high 14.58 www.cboe.com/vxtyn

CBOE Interest Rate 5 Year Note (FVX) is recently up 40c to 16.99.

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) down 1.81% to 28.65, WTI trades $55.63 cboe.com/micro/VIXETF/VXXLE/

CBOE Crude Oil Volatility Index (OVX) up 2.2% to 56.04, WTI oil trades $56 cboe.com/OVX

Active options at CBOE: AAPL TSLA TWTR AMZN FB

Options with increasing volume @ CBOE: APOL NYRT NSM FSL INFA NWBO MET LRCX NBL

CBOE Volatility Index (VIX) is recently down 56c to 14.69; January 21 and 26 calls are active on total volume of 89K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) is recently up 6c to 28,56

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 8c to 11.81 compared to its 10-day moving average of 18.36 stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) up 45c to 265.41 compared to its 50-day moving average of 261.05 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently up 1.92 to 928.58 as investors continue to bid up stock prices after last week’s statement by the Federal Reserve that it would take a patient approach to raising interest rates.