Overseas markets soft this morning, Asian shares had been much lower before cutting losses by 2/3. Weekly Jobless in line to slightly better, Greek situation may be clearer by tomorrow’s close – we’ve heard that before. VIX Futures active in extended overnight session with overseas volatility increasing. 10-year yield ticked at 2.4% earlier. Traders in Chicago pleased with BlackHawks win last night. Volatility as an asset class
DISH (DISH) is up $3.79 to $74.60 in the premarket on the Wall Street Journal reporting DISH and T-Mobile (TMUS) are in talks to merge. June weekly call option implied volatility is at 30, June is at 27, July is at 25; compared to its 52-week range of 24 to 53.
T-Mobile (TMUS) is up $2.65 to $40.95. June weekly call option implied volatility is at 34, June is at 30, July is at 29; compared to its 52-week range of 26 to 49.
Euro Currency Trust (FXE) is up 49c to $111.26 on wide currency movement. June weekly call option implied volatility is at 20, June is at 15, July is at 13, September is at 12; compared to its 52-week range of 4 to 14.
CBOE Russell 2000 Volatility Index (RVX) at 16.15 compared to 50-day moving average of 16.80 cboe.com/RVX
CBOE Gold Volatility Index (GVZ) at 15.19, compared to its 10-day moving average of 15.91 cboe.com/GVZ
Equities options volume @ CBOE 769,105 calls, 393,757 puts, 1,162,862 total cboe.com
Options expected to be active @ CBOE: DISH TMUS TBT TLT LQD SPY OEX VIX NAV CIEN JOY LE MIK
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (TYVIX) at 6.22 stks.co/h2GXo
CBOE Nasdaq-100 Volatility Index (VXN) at 15.03, compared to 10-day moving average of 15.34.
CBOE S&P 500 Short-Term Volatility Index (VXST) at 12.70, compared to 50-day moving average of 12.76 VXST is a market-based gauge of expectations of 9-day stks.co/r0CS2
Velocity Share VIX Short Term ETN (VIIX) at 25.41, compared to 10-day moving average of 25.37
iPath S&P 500 VIX Short-Term Futures (VXX) at 18.79, compared to 10-day moving average of 18.92.
CBOE Volatility Index (VIX) at 13.16, compared to 10-day moving average of 13.35 cboe.com/VIX
SPDR S&P 500 ETF Trust (SPY) is down 76c to $211.16 as bond yields across global markets sold off.
Calls with increasing volume at CBOE:
T 7/17/2015 35 16K contacts
SPY 6/5/2015 213.50 15K
AAPL 6/5/2015 130 11K
QQQ 6/19/2015 111 9K
BAC 6/5/2015 17 7K
IYR 6/19/2015 76 7K
XLF 6/5/2015 25 5K