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Volatility indexes prices

October 4, 2016 5:59 AM EDT

CBOE Volatility Index (VIX) at 13.20, compared to 10-day moving average of 13.20 cboe.com/VIX

CBOE VIX futures October at 15.20, December at 17.12, May 19.88, VIX at 13.20

October Weekly options on VIX trading at CBOE

CBOE DJIA BuyWrite Index (BXD) at 274 cboe.com/micro/bxd/

CBOE S&P 500 Skew Index (SKEW) at 123 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 13, 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 18, 52-week range 14 to 36



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