CBOE Mid-Day Update 2.17.15

Stocks regained their footing and are now on the plus side.  Stories out of Europe of Greece taking a softer stance in negotiations with the EU are being told.   But reports of Ukraine truce in jeopardy putting damper on rally.  Economic numbers released this morning on weak side.

Goodyear Tire (GT) is up $0.68 to $26.59 after reporting Q4 EPS excl items 59c, compared to consensus 58c. February call option implied volatility is at 37, March is at 27, April is at 30; compared to its 26-week average of 36.

Medtronic (MDT) is higher by $2.64 to $77.90 on better than expected Q4 results. February call option implied volatility is at 21, March is at 18; compared to its 26-week average of 22.

Waste Management (WM) add’s on to pre-market gains, is up $2.68 to $53.98 on Q4 results and a upbeat guidance. February call option implied volatility is at 19, March is at 16, July is at 14; compared to its 26-week average of 15.

CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) up 4c to 6.68 cboe.com/VXTYN

VIX methodology for Google (VXGOG) up 6% to 18.50, compared to its 50-day moving average of 25.05. cboe.com/VXGOG

VIX methodology for Amazon (VXAZN) up 4.2% to at 27.11, compared to its 50-day moving average of 37.62. cboe.com/VXAZN

CBOE S&P 500 PutWrite Index (PUT) up 10c to 1455.90, 50-day MA 1443.48 CBOE.com/PUT

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) up 7% to 27.60.
cboe.com/micro/VIXETF/VXXLE/

Active options at CBOE: AAPL TSLA BIDU TWTR C RIG NFLX FB GILD

Options with increasing volume @ CBOE: WMT Z ABBV

CBOE Volatility Index (VIX) up 6.5% to 15.66, high 16.33, low 15.62, February 17 and 18 calls are active on total volume of 270K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) is recently down 8c to 30.87

CBOE S&P 500 Short-Term Volatility Index (VXST) is up 13.6% to 13.36; compared to its 50-day moving average of 16.97 stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) down 0.1% to 266.32 compared to its 50-day moving average of 262.87. cboe.com/micro/bxd/

S&P 100 Options (OEX)  on a run higher, up $0.55c to 923.97 after Greece rejects (then may have asked for an extension) EU for proposed bailout.