CBOE Mid-Day Update 1.5.14

Volatility as an asset class

iPath S&P GSCI Crude Oil Total Return (OIL) is recently down 60c to $11.61 as WTI crude oil trades below $51.  January call option implied volatility is at 67, February is at 62; compared to its 26-week average of 27.

Energy Select Sector SPDR (XLE) is recently down $3.39 to $76.14. January weekly call option implied volatility is at 41, January is 34, March is at 32; compared to its 26-week average of 21.

ProShares Ultra DJ-UBS Crude Oil (UCO) is recently down 86c to $9.05 Overall option implied volatility of 90 compares to its 26-week average of 54.

United States Oil Fund (USO) is recently down 82c to $19.07. Overall option implied volatility of 47 compares to its 26-week average of 24.

CBOE/CBOT 10-year U.S. Treasury Note Volatility (VXTYN) up 11.2% to 6.24; 52-week low 1.69, high 14.58 www.cboe.com/vxtyn

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) up 10.4% to 32.90, WTI trades below $51 cboe.com/micro/VIXETF/VXXLE/

CBOE Interest Rate 5-year T Note (FVX) down 2.9% to $15.71 as bonds trend to record highs.

CBOE Crude Oil Volatility Index (OVX) up 8.9% to $59.06, WTI below $51 cboe.com/OVX

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

Options with increasing volume @ CBOE: HNR STNG QIWI CNAT NUAN

CBOE Volatility Index (VIX) is recently up 2.60 to 20.47; January 25, 30 and 32 calls are active on total volume of 289K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) is recently up 1.86 to 32.84.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 3.76 to 20.23; compared to its 10-day moving average of 14.23 stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) down 2.46 to 262.57 compared to its 50-day moving average of 262.24 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently down 12.18 to 895.36 as the euro weakens to nine-year on concerns Greece will leave the union.