Volatility as an asset class
The ‘Majors’ option implied volatilities has increased as WTI Crude Oil futures trends below $48
Exxon Mobil (XOM) overall option implied volatility of 25 compares to its 26-week average of 18.
BP (BP) overall option implied volatility of 31 compares to its 26-week average of 18.
ConocoPhillips (COP) overall option implied volatility of 36 compares to its 26-week average of 20.
Chevron (CVX) overall option implied volatility of 33 compares to its 26-week average of 18.
CBOE/CBOT 10-year U.S. Treasury Note Volatility (VXTYN) down 3% to 6.63; 52-week low 1.69, high 14.58 www.cboe.com/vxtyn
CBOE Crude Oil Volatility Index (OVX) down 4.6% to $53.87, WTI below $48 cboe.com/OVX
CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) down 2.6% to 32.44.
Active options at CBOE: AAPL MU TSLA GILD AMZN TWTR NFLX BAC
Options with increasing volume @ CBOE: LEN VLO CNAT AUXL FXB HZNP BIG INFN LEN SONC RDN ONNN
CBOE Volatility Index (VIX) is recently down 80c to 20.34; January 15, 16, 17 and 18 puts are active on total volume of 161K cboe.com/VIX
iPath S&P 500 VIX Short-Term Futures (VXX) is recently down 44c to 33.51
CBOE S&P 500 Short-Term Volatility Index (VXST) is recently down 7.5% to 19; compared to its 10-day moving average of 15.45 stks.co/r0CS2
CBOE DJIA BuyWrite Index (BXD) up 1.25 to 261.17 compared to its 50-day moving average of 262.23 cboe.com/micro/bxd/
S&P 100 Options (OEX) recently is recently up 4.82 to 888.76 after five sessions of losses.