Volatility indexes prices
- AT&T (T) to Acquire Time Warner (TWX) for $107.50/Share
- Rockwell Collins (COL) in Advanced Talks to Acquire B/E Aerospace (BEAV) - WSJ
- Top 10 News for 10/17 - 10/21: Merger Rumors Abound; CEOs Depart; Tesla Kicks Autopilot Up A Notch
- Wall Street ends little changed; Microsoft hits record
- AT&T (T) in Advanced Talks to Acquire Time Warner (TWX) - DJ
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CBOE Volatility Index (VIX) at 11.77, compared to 10-day moving average of 12.80 cboe.com/VIX
CBOE VIX futures September 13.18, October at 15.70, December at 17.65, April 20.25, VIX at 11.77
September Weekly options on VIX trading at CBOE
CBOE DJIA BuyWrite Index (BXD) at 277 cboe.com/micro/bxd/
CBOE S&P 500 Skew Index (SKEW) at 131 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 15, 52-week range 14 to 31
Financial Select Sector (XLF) 30-day implied volatility at 14, 52-week range 14 to 36
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