CBOE Mid-Day Update 1.16.15

Volatility as an asset class

PNC Financial (PNC) is recently up $1.49 to $83.90 after reporting Q4 EPS $1.84, compared to consensus $1.74. February call option implied volatility is at 22, May is at 19; compared to its 26-week average of 18.

Comerica (CMA) is recently up 51c to $41.74 after reporting Q4 EPS 80c, compared to consensus 77c. February call option implied volatility is at 30, April is at 28; compared to its 26-week average of 22.

SunTrust (STI) is recently up $1.33 to $38.04 after reporting Q4 adjusted EPS 88c, compared to consensus 78c. February call option implied volatility is at 24, April is at 22; compared to its 26-week average of 20.

CBOE Crude Oil Volatility Index (OVX) up 0.7% to $58.07, WTI trades near $48 cboe.com/OVX

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) up 2.5% to 34.19. cboe.com/micro/VIXETF/VXXLE/

Active options at CBOE: AAPL TSLA C AMZN TWTR BAC CLF PBR ABX VLO VZ FB

Options with increasing volume @ CBOE: MDCO RY IBKR TROW PX CROX PXLW LYG HAIN FXF

CBOE Volatility Index (VIX) up 1.6% to 22.74, high 23.43, low 21.83, January 21 & 22
calls, January 18, 19 & 21 puts active on total volume of 296K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) is recently up 40c to 36.52.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 1.7% to 24.14; compared to its 50-day moving average of 15.02 stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) at 259.37 compared to its 50-day moving average of 262.41 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently up 3.48 to 881.82 as U.S. consumer prices posted the largest