CBOE Mid-Day Update 2.2.15

Volatility as an asset class

Shares of most airline stocks are down today as oil prices are rising slightly after jumping on Friday.

United Continental (UAL) February weekly call option implied volatility is at 37, February is at 34, March is at 32, April is at 35; compared to its 26-week average of 32.

Delta Air Lines (DAL) is recently down $1.07 to $46.27. February weekly call option implied volatility is at 57, February is at 49, March is at 47, June is at 42; compared to its 26-week average of 35.

American Airlines (AAL) is recently down $1.24 to $47.85. February weekly call option implied volatility is at 73, February is at 67, March is at 51; compared to its 26-week average of 42.

VIX methodology for Google (VXGOG) up 6.8% to 22.99, compared to its 50-day moving average of 24.96. cboe.com/VXGOG

VIX methodology for Amazon (VXAZN) down 1% to at 32.09, compared to its 50-day moving average of 38.04 after release of Q4. cboe.com/VXAZN

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) down 2% to 31.51.  cboe.com/micro/VIXETF/VXXLE/

Active options at CBOE: AAPL AMZN C TWTR TSLA FB DIS NFLX RIG

Options with increasing volume @ CBOE: CVLT AAN RPRX WLB XEC FNF HBI ITW

CBOE Volatility Index (VIX) up 0.6% to 21.10, high 22.81, low 19.91, February 21 and 25 calls are active on total volume of 249K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) is recently down 1.7% to 36.26.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 1% to 21.39; compared to its 50-day moving average of 16.41 stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) up 0.2 to 260.29 compared to its 50-day moving average of 262.21 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is recently up 3.28 to 879.10 following U.S., personal income rose 0.3% in December, which was a bit more than the 0.2% expected.