Volatility indexes prices
- Wall Street falls as investors brace for presidential debate
- Disney (DIS) Working with Adviser on Potential Twitter (TWTR) Bid - Bloomberg
- Unusual 11 Mid-Day Movers 9/26: (ARRY) (SMMT) (ACTA) Higher; (PTIE) (DRRX) (SALE) Lower
- CBOE Holdings (CBOE) to Acquire Bats Global Markets (BATS) in ~$3.2B Deal
- LANXESS to Acquire Chemtura (CHMT) in ~$2.5B Deal
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CBOE Volatility Index (VIX) at 15.35, compared to 10-day moving average of 15.96 cboe.com/VIX
CBOE VIX futures October at 17, December at 18.57, April 20.64, VIX at 15.35
September Weekly options on VIX trading at CBOE
CBOE DJIA BuyWrite Index (BXD) at 273 cboe.com/micro/bxd/
CBOE S&P 500 Skew Index (SKEW) at 127 SKEW measures the purchase of out-of-the-money S&P 500 Index puts that require a very large downside move to profit from long put positions. An increase of this index indicates greater expectations for an extreme down move.
SPDR Gold Trust (GLD) 30-day implied volatility at 15, 52-week range 13 to 27
Russell 2000 Index (RUT) 30-day implied volatility at 18, 52-week range 14 to 31
Financial Select Sector (XLF) 30-day implied volatility at 18, 52-week range 14 to 36
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- Volatility indexes prices
- Twitter (TWTR) options active on Disney (DIS) working with advisors on potential bid, Bloomberg reports