Tag Archives: VXAZN

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CBOE Mid-Day Update 1.29.14

Volatility as an asset class Yahoo (YHOO) is recently down $3.25 to $43.20 following Alibaba’s (BABA) weak earnings report. January weekly call option implied volatility is at 59, February weekly is at 45, February is at 38, March is at 38; compared to its 26-week average of 38. McDonald’s (MCD) is recently up $3.74 to […]






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CBOE Mid-Day Update 12.23.14

Volatility as an asset class VIX methodology for Goldman Sachs (VXGS) down 4.1% to 24.38, compared to its 50-day moving average of 22.59. cboe.com/VXGS VIX methodology for Apple (VXAPL) down 0.7% to 28.09, compared to its 50-day moving average of 26.04. cboe.com/VXAPL VIX methodology for Amazon (VXAZN) down 3% to at 33.97, compared to its […]






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VXAZN and VXAPL Indexes Are Up This Week

As shown in the price charts below, both the CBOE Equity VIX® on Apple (ticker – “VXAPL”) and the CBOE Equity VIX® on Amazon (ticker – “VXAZN”) are up about 15% when compared with last week. Earnings announcements are expected by AMZN on Oct. 22 and by AAPL on Oct. 25.