Blogging Options: CBOE Morning Update 6.4.15

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