CBOE Mid-Day Update 2.9.15

AAPL (up $0.50) & MSFT (higher by $0.20) keeping the NASDAQ from joining the DJIA and SPX in a minor selloff.  The energy sector (Oil up $1.00), airlines down.  Gold and Grains doing well. President Obama and Chancellor Merkel in joint press conference, traders unsure what they agreed on.  Option volume at 7.2mm fairly light.  SPX volume at 355K and AAPL options trade 340K mid-day.

McDonald’s (MCD) is down $1.00 to $92.99  on global comparable sales decreased 1.8% in January. February weekly call option implied volatility is at 22, February is at 17, March and June at 16; compared to its 26-week average of 18.

Southwest (LUV) is off $0.85 to $43.29 after announcing that the company flew 8B revenue passenger miles in January 2015, an 8.6% increase from the 7.4B RPMs flown in January 2014.  February weekly call option implied volatility is at 48, February is at 38, March is at 38, June at 35; compared to its 26-week average of 31.

Hasbro (HAS) is up $3.75 to $58.87 after posting higher than expected Q4 revenue and earnings. February call option implied volatility is at 25, March is at 22, April is at 21, July is at 20; compared to its 26-week average of 22.

Euro Currency Trust (FXE) has eeked out a small gain, up 0.05 to $111.45, as currency trades near low end of historic range. Overall option implied volatility of 12 compares to its 26-week average of 9.

VIX methodology for Google (VXGOG) up 4.3% to 20.93, compared to its 50-day moving average of 25.09. cboe.com/VXGOG

VIX methodology for Amazon (VXAZN) up 3.4% to at 28.58, compared to its 50-day moving average of 37.91. cboe.com/VXAZN

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) down 0.01% to 29.24.  cboe.com/micro/VIXETF/VXXLE/

Active options at CBOE: AAPL TWTR AA MBI OCN TSLA LNKD KO GILD AMAT

Options with increasing volume @ CBOE: ANF QCOM DO MSI ACHN

CBOE Volatility Index (VIX) up 5% to 18.40, high 19.28, low 18.21, February 22 and 23 calls are active on total volume of 7K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) is recently up 0.30 to 35.60.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 12% to 16.72; compared to its 50-day moving average of 16.91 stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) up 0.1% to 264.90 compared to its 50-day moving average of 262.45 cboe.com/micro/bxd/

S&P 100 Options (OEX) is down 0.48 to 903.38 as the market reacts to the war of words between the new Greek government and the other euro zone leaders. The Greek prime minister said the government would roll back certain austerity measures and would not seek an extension of the country’s bailout.