CBOE Mid-Day Update 3.6.15

Volatility as an asset class

Apple (AAPL) is recently up $1.30 to $127.72 on the company replacing AT&T (T) in the Dow Jones Industrial Average on March 18.  March weekly call option implied volatility is at 29, March is at 28, April is at 27; compared to its 26-week average of 26.

VIX methodology for Apple (VXAPL) up 2.6% to 29.53, compared to 50-day MA of 31.60. Apple (AAPL) replacing AT &T (T) in Dow Jones Industrial Average (DJX).

Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently up $2.04 to $47.20 as U.S. February nonfarm payrolls rose 295K.  March weekly call option implied volatility is at 27, March is at 29, April is at 29, June is at 30; compared to its 26-week average of 26.

IShares Barclay 20+ YR Treasury ETF (TLT) is recently down $2.82 to $123.48. March weekly call option implied volatility is at 14, March is at 15, April and May is at 14, compared to its 26-week average of 14.

CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) down 3% to 5.77 cboe.com/VXTYN

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) up 0.24% to 23.50.  cboe.com/micro/VIXETF/VXXLE/

Active options at CBOE: AAPL TWTR TSLA C PBR GILD FB C AA KO PBR

Options with increasing volume @ CBOE: NADL LTM VNQ COO NNN FL YY MT AMTD DMND TBT TLT

CBOE Volatility Index (VIX) up 8.2% to 15.19, high 15.20, low 14.18, March 16 & 20 puts are active on total volume of 64K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) is recently up 73c to 27.61

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 13.5% to 13.80; compared to its 50-day moving average of 15.55. stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) down 0.4% to 267.70 compared to its 50-day moving average of 264.91 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently is down 7.42 to 916.82 on U.S. February nonfarm payrolls rise 295K and unemployment