Blogging Options: CBOE Morning Update 6.1.15

Greece and China in the news as we roll into June trading.  Deal/no deal in Greece and mixed economic news reported in China have US futures up fractionally.  MSFT up $0.25 on Windows 10 launch date announcement.  Chicago traders happy about Hawks moving on to Stanley Cup finals. Volatility as an asset class

The ‘Majors’ option implied volatilities is flat into OPEC meeting as WTI Crude Oil futures trade near $59

Exxon Mobil (XOM) June weekly option implied volatility of is at 17, June is at 16; compares to its 52-week range of 12 to 30.

BP (BP) June weekly option implied volatility of is at 19, June is at 18; compares to its 52-week range of 13 to 35.

ConocoPhillips (COP) June weekly option implied volatility of is at 23, June is at 20; compares to its 52-week range of 14 to 42.

Chevron (CVX) June weekly option implied volatility of is at 20, June is at 17; compares to its 52-week range of 12 to 35.

CBOE Russell 2000 Volatility Index (RVX) @ 16.56 compared to 50-day moving average of 16.73 cboe.com/RVX

CBOE Gold Volatility Index (GVZ) at $16.90, compared to 50-day moving average of 19.50 cboe.com/GVZ

Equities options volume @ CBOE 837,624 calls, 474,986 puts, 1,312,610 total cboe.com

Options expected to be active @ CBOE: MDT ALTR INTC AMBA CONN FIVE SJM JOY DMND CIEN

CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (TYVIX) at 5.99 stks.co/h2GXo

CBOE S&P 500 PutWrite Index (PUT) at 1504.36 CBOE.com/PUT

‏CBOE Nasdaq-100 Volatility Index (VXN) at 14.75, compared to 10-day moving average of 14.07.

CBOE S&P 500 Short-Term Volatility Index (VXST) at 13.67, compared to 50-day moving average of 12.66 VXST is a market-based gauge of expectations of 9-day stks.co/r0CS2

Velocity Share VIX Short Term ETN (VIIX) at 25.69, compared to 10-day moving average of 25.82

iPath S&P 500 VIX Short-Term Futures (VXX) at 19.02, compared to 10-day moving average of 19.11.

CBOE Volatility Index (VIX) at 13.84, compared to 10-day moving average of 12.96 cboe.com/VIX

SPDR S&P 500 ETF Trust (SPY) is up 8c to $211.21 on mixed China economic data.

Calls with increasing volume at CBOE:
SPY    5/29/2015 211.50 20K contracts
AAPL  5/29/2015 131 15K
MSFT 6/19/2015    49 14K
T         7/17/2015    38   8K
FXI        6/5/2015     51  7K
MDLZ 6/19/2015    42   6K