Actionable Options Tuesday, March, 14
Calls with increasing volatility movement and volume: VRX WSM HIG
Puts with increasing volatility movement and volume: ORCL SVU VRX
RT Options Scanner shows: Transocean (RIG) August 15 call option implied volatility increased 3% to 46
Valeant (VRX) 30-day call option implied volatility of 70 compares to volatility of 78 from a month ago after Bill Ackman’s Pershing Square liquidates his entire stake.
Citrix (CTXS) 30-day call option implied volatility of 33 compares to volatility of 21 from a month ago report working with Goldman on possible sale.
Akamai Technologies (AKAM) 30-day call option implied volatility of 22 compares to volatility of 23 from a month ago calls active on flat volatility into investor meeting.