$VXGS Archives - CBOE Blogs

  • VIX | Blogging Options | Trader Talk | Dec 23, 2014, 12:00 PM

    CBOE Mid-Day Update 12.23.14

    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 50-day moving average of 33.5. cboe.com/VXAZN VIX methodology for Google (VXGOG) down 1.6% to 24.60, compared to its 50-day moving average of 24.56. cboe.com/VXGOG VIX[...]

  • VIX | Blogging Options | Trader Talk | Dec 16, 2014, 11:43 AM

    CBOE Mid-Day Update 12.16.14

    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 is at 40, January is 35, March is at 33; compared to its 26-week average of 20. ProShares Ultra DJ-UBS Crude Oil (UCO) is recently up 26c to $11.39. Overall option implied[...]