CBOE Mid-Day Update 2.12.15

Stocks push higher on calming of tensions in Ukraine.  Gold and Oil off fractionally, 10-year yield off 2-basis points.  European equities closed higher, FTSE up 9.96 points. Option activity picked in the first half of todays session.  With ~10.2 mm options contracts trading, SPX with 555K, VIX options showed 290K, 1.4mm SPY options change hands.  AAPL traded 1.25m contracts, BIDU, CSCO and GOOG options fairly busy.

Baidu (BIDU) is down $9.98 to $204.72 after the Chinese internet portal reported Q4 EPS of $1.61, $0.04 worse than the analyst estimate of $1.65. February call option implied volatility is at 28, March and April is at 28; compared to its 26-week average of 33.

TripAdvisor (TRIP) is up $16.90 to $84.19 on better than expected Q4 results and sees FY15 revenue up in high 20% range. February call option implied volatility is at 41, March is at 35, June is at 37; compared to its 26-week average of 42.

zulily (ZU) is recently down $5.26 to $14.65 after the retailer reported Q4 EPS of $0.11, $0.03 worse than the analyst estimate of $0.14. February call option implied volatility is at 65, March is at 56, April is at 51; compared to its 26-week average of 49.

CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) -1.96% to 6.50 cboe.com/VXTYN

VIX methodology for Google (VXGOG) down 4.6% to 19.47, compared to its 50-day moving average of 25.11. cboe.com/VXGOG

VIX methodology for Amazon (VXAZN) down 3.1% to at 27.04, compared to its 50-day moving average of 37.82. cboe.com/VXAZN

CBOE S&P 500 PutWrite Index (PUT) up 1.35 to 1455.25, 50-day MA 1443.09 CBOE.com/PUT

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) down 7.59% to 27.62.  cboe.com/micro/VIXETF/VXXLE/

Active options at CBOE: AAPL TSLA BIDU TWTR C JNJ AXP BAC WFM CSCO

Options with increasing volume @ CBOE: OWW SMH PNRA BLDP TRIP ZU CAKE GNC SCSS AXP

CBOE Volatility Index (VIX) down 5.7% to 15.74, high 16.47, low 15.62, February 15 and 17 puts are active on total volume of 270K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) is down 1.25 to 32.06

CBOE S&P 500 Short-Term Volatility Index (VXST) is down 9.5% to 15.27; compared to its 50-day moving average of 16.98 stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) up 0.1% to 266.05 compared to its 50-day moving average of 262.73. cboe.com/micro/bxd/

S&P 100 Options (OEX) is up $6.34 to 917.34 on hopes for Greek debt negotiations.