CBOE Mid-Day Update 4.6.15

Volatility as an asset class

Gang of four overall option implied volatility:

Amazon.com (AMZN) overall option implied volatility of 32 is compares to its 26-week average of 28.

Apple (AAPL) overall option implied volatility of 28 is compares to its 26-week average of 27.

Google (GOOG overall option implied volatility of 24 is compares to its 26-week average of 22.

Facebook (FB) overall option implied volatility of 31 is compares to its 26-week average of 32.

CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) -3% to 5.47 cboe.com/VXTYN

CBOE Crude Oil Volatility Index (OVX) down 2% to 48.85 compared to its 10-day moving average of 50.19 as WTI oil trades near $51.  cboe.com/OVX

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) down 2.56% to 21.31 cboe.com/micro/VIXETF/VXXLE/

Active options at CBOE: AAPL TSLA VZ TWTR PBR C BIDU NFLX RIG KO

Options with increasing volume @ CBOE: CLDN ARWR ZU INVN FEYE IOC YELP TWTR GRPN EXPE

CBOE Volatility Index (VIX) down 0.8% to 14.57, high 15.75, low 14.58, April 16 and 20 calls are active on total volume of 170K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) is recently down 55c to 24.48.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 1.5% to 14.17; compared to its 50-day moving average of 14.45. stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) up 0.7% to 270.78 compared to its 50-day moving average of 266.95 cboe.com/micro/bxd/

CBOE Mini-SPX options (XSP) up 0.7% to 208.20 http://www.cboe.com/micro/xsp/

S&P 100 Options (OEX) recently up 0.7% to 907.80 as the Federal Reserve is seen as delay raising interest rates on a weak March employment report