Volatility indexes prices

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

You May Also Be Interested In

• BofA says there is a continued strength in buybacks
• Humana (HUM) April weekly option implied volatility into quarter results
• ATI Inc (ATI) call put ratio 1 call to 5 puts with focus on May 47.50 puts