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Volatility indexes prices

September 20, 2016 5:55 AM EDT

CBOE Volatility Index (VIX) at 14.82, compared to 10-day moving average of 15.51 cboe.com/VIX

CBOE VIX futures October at 16.93, December at 18.40, April 20.58, VIX at 14.82

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 126 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 16, 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 17, 52-week range 14 to 36



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