CBOE Mid-Day Update 4.8.15

Volatility as an asset class

Mylan (MYL) is recently up $7.63 to $67.06 after proposing to acquire Perrigo (PRGO) for $205 per share. April option implied volatility is at 45, May is at 38, July is at 34; compared to its 26-week average of 33.

Perrigo (PRGO) is recently up $42.16 to $206.90. May call option implied volatility is at 36, August is at 36; compared to its 26-week average of 28.

CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) -2% to 5.34 cboe.com/VXTYN

CBOE Crude Oil Volatility Index (OVX) up 2.8% to 47.56 compared to its 10-day moving average of 49.80 as WTI oil trades near $51.  cboe.com/OVX

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) down 0.01% to 21.15 cboe.com/micro/VIXETF/VXXLE/

Active options at CBOE: AAPL TSLA VZ TWTR PBR C RAD BP AA BIDU

Options with increasing volume @ CBOE: MYL PRGO EWH CHL CEO AIG EAT ETP GPN ALU ARMH BPT

CBOE Volatility Index (VIX) down 4.1% to 14.16, high 14.54, low 14.11, April 18 and 20 calls are active on total volume of 165K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) is recently down 31c to 24.13.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently down 5.3% to 13.16; compared to its 50-day moving average of 14.38. stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) up 0.2% to 271.23 compared to its 50-day moving average of 267.23 cboe.com/micro/bxd/

CBOE Mini-SPX options (XSP) up 0.3% to 208.35 http://www.cboe.com/micro/xsp/

S&P 100 Options (OEX) recently up 0.3% to 908.74 as dollar the pulls back.