Actionable Options Friday, June, 23

Calls with increasing volatility movement and volume: UPS RAD MT

Puts with increasing volatility movement and volume: SYY COST ADS

RT Options Scanner shows: BlackBerry (BBRY) September 12 call option implied volatility decreased 6% to 44

Russell Index’s option implied volatility is flat into Russell equity index reconstitutions

Russell 2000 Index (RUT) 30-day call option implied volatility of 13 compares to volatility of 13 from a month ago

Russell 1000 Growth Index (IWF) 30-day call option implied volatility of 9 compares to volatility of 10 from a month ago

Russell 1000 Index Value Index (IWD) 30-day call option implied volatility of 10 compares to volatility of 10 from a month ago

Data