CBOE Mid-Day Update 4.30.15

Volatility as an asset class

TASER (TASR) is recently up $2.60 to $30.71 on better than expected Q1 results, primarily driven by increased TASER X26P and TASER X2 Smart Weapon sales. May call option implied volatility is at 45, June is at 41, September is at 43; compared to its 26-week average of 53.

WWE (WWE) is recently down 55c to $13.81 after the entertainment company reported Q1 EPS 13c, compared to consensus 2c.  May call option implied volatility is at 41, June is at 40, July is at 37; compared to its 26-week average of 43.

Baidu (BIDU) is recently down $14.23 to $204.77 as profit fell on flat online marketing customer growth. May call option implied volatility is at 28, June is at 26, September is at 27; compared to its 26-week average of 32.

CBOE Russell 2000 Volatility Index (RVX) up 5.3% to 19.29, compared to its 50-day moving average of 16.94. www.cboe.com/RVX

CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) up 4.7% to 5.57 cboe.com/VXTYN

CBOE Crude Oil Volatility Index (OVX) up 0.3% to 36.79 compared to its 50-day moving average of 48.48 as WTI oil trades near $58.  cboe.com/OVX

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) up 0.7% to 19.81 cboe.com/micro/VIXETF/VXXLE/

Active options at CBOE: AAPL TWTR CY MBI VZ TSLA LVS AMZN BIDU

Options with increasing volume @ CBOE: KMI HERO SJNK ALB MBI EW HAR MCK BCS GLUU OC

CBOE Volatility Index (VIX) up 6.8% to 14.30, high 14.53, low 12.49 on total volume of 205K cboe.com/VIX

IPath S&P 500 VIX Short-Term Futures (VXX) is recently up 50c to 21.73.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 9.7% to 14.54; compared to its 50-day moving average of 13.02 stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) down 0.2% to 272.26 compared to its 50-day moving average of 269.95 cboe.com/micro/bxd/

CBOE Mini-SPX options (XSP) down 0.5% to 209.45 http://www.cboe.com/micro/xsp/

S&P 100 Options (OEX) recently down 5.76 to 920.44 on mixed economic data.