CBOE Mid-Day Update 1.26.15

Volatility as an asset class

Shares of solar energy companies are rising after President Obama yesterday promised to provide financial support for India’s major solar energy initiative.

First Solar (FSLR) is recently up $1.38 to $43.88. Overall option implied volatility of 52 compares to its 26-week average 48.

SunEdison (SUNE) is recently up 75c to $20.10. Overall option implied volatility of 52 compares to its 26-week average 54.

Canadian Solar (CSIQ) is recently up 82c to $20.12. Overall option implied volatility of 69 compares to its 26-week average 64.

JA Solar (JASO) is recently up 31c to $7.99. Overall option implied volatility of 57 compares to its 26-week average 56.

JinkoSolar (JKS) is recently up 99c to $17.72. Overall option implied volatility of 63 compares to its 26-week average 64.

Active options at CBOE: AAPL TSLA C TWTR NFLX AMZN GILD C LVS BP FXCM

Options with increasing volume @ CBOE: OIL NFX ABB FXCM SANM EL MAT AGO NPSP

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) down 0.2% to 27.56.
cboe.com/micro/VIXETF/VXXLE/

CBOE Volatility Index (VIX) down 4.3% to 15.94, high 17.43, low 15.90, February 25 and 30 calls are active on total volume of 110K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) is recently down 3.2% to 31.06.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently down 3.2% to 15.57; compared to its 50-day moving average of 15.56 stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) up 35c to 263.82 compared to its 50-day moving average of 262.41 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently up 70c to 903.84 after Greek elections.