Tag Archives: VXGS

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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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CBOE Mid-Day Update 12.16.14

Volatility as an asset class iPath S&P GSCI Crude Oil Total Return (OIL) is recently up 22c to $13.26 as WTI crude oil trades above $56.  Overall option implied volatility of 60 compares to its 26-week average of 25. Energy Select Sector SPDR (XLE) is recently up $2.09 to $75.49. December call option implied volatility […]






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Blogging Options: CBOE Mid-Day Update 10.8.13

Volatility as an asset class VIX methodology for IBM (VXIBM) is up $1.67 to 27.19; above its 10-day moving average of 23.71, 50-day moving average is at 19.64. www.cboe.com/VXIBM VIX methodology for Goldman Sachs (VXGS) is higher by $1.06 to 32.27; above its 10-day moving average of 28.89, 50-day moving average is at 26.44. www.cboe.com/VXGS […]