CBOE Mid-Day Update 3.30.15

Volatility as an asset class

Auto Manufacturer’s Option Implied Volatility flat into the start of the New York Auto Show

Tesla (TSLA) is recently down $2 to $183.06. Over all option implied volatility of 42 compares to its 26-week average of 45.

Ford (F) is recently up 24c to $16.22. Over all option implied volatility of 21 compares to its 26-week average of 24.

Honda Motor Co (HMC) is recently up 17c to $33.63. Over all option implied volatility of 20 compares to its 26-week average of 22.

General Motors Co. (GM) is recently up 38c to $37.69.  Over all option implied volatility of 23 compares to its 26-week average of 24.

Toyota Motor Corp. (TM) is recently up 8c to $142.48. Over all option implied volatility of 17 compares to its 26-week average of 17.

CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) up 1.56% to 5.86 cboe.com/VXTYN

CBOE Crude Oil Volatility Index (OVX) down 1.1% to 52.24 compared to its 10-day moving average of 51.71 as WTI oil trades below $50.  cboe.com/OVX

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) down 4.4% to 22.46 cboe.com/micro/VIXETF/VXXLE/

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

Options with increasing volume @ CBOE: MYL CTRX ADI HZNP WETF LYG AR RAI JO WWAV ALTR

CBOE Volatility Index (VIX) down 4.9% to 14.43, high 14.76, low 14.08, April 20 and 21 calls are active on total volume of 154K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) is recently down 77c to 24.97.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently down 3.4% to 14.19; compared to its 50-day moving average of 14.89. stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) up 1.3% to 271.33 compared to its 50-day moving average of 266.41 cboe.com/micro/bxd/

CBOE Mini-SPX options (XSP) up 1.1% to 208.40 http://www.cboe.com/micro/xsp/

S&P 100 Options (OEX) recently up 1.2% to 910.76 as investor expect continued economic government stimulus.