CBOE Mid-Day Update 4.17.15

Volatility as an asset class

General Electric (GE) is recently up 9c to $27.37 after reporting Q1 operating EPS 31c, consensus 30c. April weekly call option implied volatility is at 21, May is at 16, June is at 17; compared to its 26-week average of 18.

Honeywell (HON) is recently down $2.48 to $101.51 after maintaining lower its revenue outlook on a cautious view of the global economy. May call option implied volatility is at 16, June is at 15, September is at 17; compared to its 26-week average of 20.

Seagate (STX) is recently up $1.67 after reporting after reporting Q3 earnings fell 26%. April weekly call option implied volatility is at 32, May is at 29, June is at 25; compared to its 26-week average of 28.

CBOE Russell 2000 Volatility Index (RVX) up 9.4% to 16.77, compared to its 50-day moving average of 17.53. www.cboe.com/RVX

CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) down 1.24% to 4.79 cboe.com/VXTYN

CBOE Crude Oil Volatility Index (OVX) down 2.4% to 42.37 compared to its 10-day moving average of 45.32 as WTI oil trades near $56.  cboe.com/OVX

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) up 1.8% to 19.51 cboe.com/micro/VIXETF/VXXLE/

Active options at CBOE: NFLX AAPL C TWTR BMY AXP BIDU PBR TSLA

Options with increasing volume @ CBOE: BMY MGM CIE YANG YINN INSY TUR NOW UNXL GSAT TZOO ATHX

CBOE Volatility Index (VIX) up 10% to 13.97, high 14.19, low 13.73, May 16, 17 & 22 calls active on total volume of 63K cboe.com/VIX

IPath S&P 500 VIX Short-Term Futures (VXX) is recently up 78c to 22.31.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 19.3% to 12.83; compared to its 50-day moving average of 13.31 stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) up 12c to 274.43 compared to its 50-day moving average of 268.61 cboe.com/micro/bxd/

CBOE Mini-SPX options (XSP) down 1.90 to 208.60 http://www.cboe.com/micro/xsp/

S&P 100 Options (OEX) recently down 10.19 to 910.48 on reports of regulator over-the-counter margin trading in China.