Volatility indexes prices
- Apple (AAPL) Tops Q4 EPS by 2c; Issues Solid Outlook
- Wall Street slips on earnings; Apple falls late after results
- Chipotle Mexican Grill (CMG) Posts Q3 EPS of $0.27; Comps Miss Views; Additional Stock Buyback Approved
- Pandora (P) Misses Q3 EPS by 1c, Q4 Revenue Guidance Falls Short
- Panera Bread (PNRA) Tops Q3 EPS by 3c; Raises Outlook
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CBOE Volatility Index (VIX) at 12.74, compared to 10-day moving average of 15.78 cboe.com/VIX
CBOE VIX futures October at 15.50, December at 17.85, April 20.26, VIX at 12.74
September Weekly options on VIX trading at CBOE
CBOE DJIA BuyWrite Index (BXD) at 275 cboe.com/micro/bxd/
CBOE S&P 500 Skew Index (SKEW) at 122 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 14, 52-week range 13 to 27
Russell 2000 Index (RUT) 30-day implied volatility at 16, 52-week range 14 to 31
Financial Select Sector (XLF) 30-day implied volatility at 17, 52-week range 14 to 36
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You May Also Be Interested In
- CBOE (CBOE) Announces New SPX Options Implied Volatility-Based Index: SMILE
- IBM (IBM) volatility low, board approves quarterly dividend, authorizes $3B for stock repurchase
- Apple (AAPL) October weekly 117.5 straddle priced for movement of 4.4% into Q4
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Related EntitiesStandard & Poor's, Options
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