Blogging Options: CBOE Mid-day Update 12.29.14

Volatility as an asset class

VIX methodology for Goldman Sachs (VXGS) up 3.3% to 24.66, compared to its 50-day moving average of 22.07. cboe.com/VXGS

VIX methodology for Apple (VXAPL) up 3.3% to 29.83 compared to its 50-day moving average of 25.68. cboe.com/VXAPL

VIX methodology for Amazon (VXAZN) up 3.7% to at 37.12, compared to its 50-day moving average of 32.83. cboe.com/VXAZN

VIX methodology for Google (VXGOG) up 5% to 25.98, compared to its 50-day moving average of 22.16. cboe.com/VXGOG

VIX methodology for IBM (VXIBM) up 7.6% to 23.53, compared to its 50-day moving average of 23.54.  cboe.com/VXIBM

CBOE/CBOT 10-year U.S. Treasury Note Volatility (VXTYN) up 0.17% to 5.48; 52-week low 1.69, high 14.58 www.cboe.com/vxtyn

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) 0.7% to 27.04, WTI trades below $55 cboe.com/micro/VIXETF/VXXLE/

CBOE Crude Oil Volatility Index (OVX) up 0.5% to $54.93 cboe.com/OVX

Active options at CBOE: AAPL TSLA TWTR GILD AMZN TWTR NFLX BAC

Options with increasing volume @ CBOE: RIG RAD KO SNN

CBOE Volatility Index (VIX) is recently up 93c to 15.42; January 20 and 25 calls are active on total volume of 110K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) is recently down 5c to 28.52

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 1.07 to 13.16; compared to its 10-day moving average of 14.38 stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) down 13c to 266.05 compared to its 50-day moving average of 261.74 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently up 1.52 to 923.98 as stocks trade at record highs and bond prices rally.