CBOE Mid-Day Update 3.26.15

Volatility as an asset class

Accenture (ACN) is recently up $6.21 to $94.42 after the consulting company raised its growth target.  April weekly call option implied volatility is at 23, April is at 15, May is at 16, August is at 17; compared to its 26-week average of 19.

Five Below (FIVE) is recently up $3.81 to $36.02 after the teen focused retailer reported Q4 profit rose 34% and plans to continue its rapid expansion. April call option implied volatility is at 36, May and August is at 35; compared its 26-week average of 43.

United States Oil Fund (USO) is recently up 64c to $18 as WTI trades up 2% to $50.25. April weekly call option implied volatility is at 47, April is at 46, May is at 45; compared to its 26-week average of 37.

Active oil stocks, ETF & index’s @ CBOE:  USO, OIL, XLE, UCO and PBR

CBOE Crude Oil Volatility Index (OVX) up 4% to 48.92 compared to its 10-day moving average of 20.35 as WTI oil trades near $50.  cboe.com/OVX

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) up 4.5% to 23.15 cboe.com/micro/VIXETF/VXXLE/

Active options at CBOE: AAPL TWTR AMZN GILD FB NFLX AMAT

Options with increasing volume @ CBOE: SWKS SNDK MU BTX ALL FIVE SGYP SWFT RHT IDCC NVS WGO

CBOE Volatility Index (VIX) up 1% to 15.58, high 17.19, low 15.52, April 17, 18, 24 and 25 calls are active on total volume of 120K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) is recently down 14c to 26.14.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 3.7% to 15.85; compared to its 50-day moving average of 15.21. stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) down 0.1% to 267.50 compared to its 50-day moving average of 266.04 cboe.com/micro/bxd/

CBOE Mini-SPX options (XSP) down 0.1% to 205.80 http://www.cboe.com/micro/xsp/

S&P 100 Options (OEX) recently down 0.1% to 900.40 on middle-east geo-political risks.