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Volatility indexes prices

September 7, 2016 6:04 AM EDT

CBOE Volatility Index (VIX) at 11.95, compared to 10-day moving average of 12.96 cboe.com/VIX

CBOE VIX futures September at 13.46, November at 17.17, April 20.25, VIX at 11.95

CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (TYVIX) at 4.75 stks.co/h2GXo

September Weekly options on VIX trading at CBOE

CBOE DJIA BuyWrite Index (BXD) at 277.21 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 16, 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 16, 52-week range 14 to 36



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