Volatility indexes prices
CBOE Volatility Index (VIX) at 17.92, compared to 10-day moving average of 14.38 cboe.com/VIX
CBOE VIX futures September 17.75, October at 18.41, December at 19, April 21.18, VIX at 17.92
September Weekly options on VIX trading at CBOE
CBOE DJIA BuyWrite Index (BXD) at 271 cboe.com/micro/bxd/
CBOE S&P 500 Skew Index (SKEW) at 132 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 17, 52-week range 13 to 27
Russell 2000 Index (RUT) 30-day implied volatility at 20, 52-week range 14 to 31
Financial Select Sector (XLF) 30-day implied volatility at 20, 52-week range 14 to 36
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