CBOE Mid-Day Update 3.24.15

Volatility as an asset class

Twitter (TWTR) is recently up $2.40 to $50.87 after shares traded at a new recent high of $51.09. March weekly call option implied volatility is at 48, April is at 38, May is at 51, June is at 42, September is at 41; compared to its 26-week average of 53.

Netflix (NFLX) is recently up $15.09 to $440 after Cantor Fitzgerald raised his price target on shares of Netflix to $500 from $450 saying the streaming service is the “clear winner” as TV unbundles. March weekly call option implied volatility is at 29, April is at 47, May is at 45; compared to its 26-week average of 34.

Apple (AAPL) is recently up 48 to $127.60. March weekly call option implied volatility is at 22, April is at 21, May is at 29, June is at 25; compared to its 26-week average of 26.

CBOE Crude Oil Volatility Index (OVX) is recently down 2.7% to 48 compared to its 10-day moving average of 52.57 as WTI oil trades near $47.  CBOE.com/OVX

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) down 1.86% to 21.60 cboe.com/micro/VIXETF/VXXLE/

Active options at CBOE: AAPL TWTR TEVA TSLA AMZN RIG NFLX FB GILD GOOG AMAT

Options with increasing volume @ CBOE: HLF OPK OAS LOCK OPK NVO BKX BBG ROYT SONS GII ARAY CMCM ABMD

CBOE Volatility Index (VIX) down 6% to 12.61, high 13.55, low 12.59, April 14 puts and April 22 calls are active on total volume of 104K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) is recently down 43c to 24.81.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently down 10.6% to 10.74; compared to its 50-day moving average of 15.31. stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) up 0.1% to 272.30 compared to its 50-day moving average of 265.90 cboe.com/micro/bxd/

CBOE Mini-SPX options (XSP) up 0.1% to 210.60 http://www.cboe.com/micro/xsp/

S&P 100 Options (OEX) recently up 0.1% to 922.66 as WTI Crude Oil trades above $47 and the dollar rallies.