Actionable Options Friday, September, 8
Calls with increasing volatility movement and volume: XL PGR IR
Puts with increasing volatility movement and volume: UVE TRVG LSI
Option implied volatility up into Hurricane Irma
Chubb (CB) 30-day call option implied volatility of 19 compares to volatility of 13 from a month ago
AIG (NYSE: AIG) 30-day call option implied volatility of 17 compares to volatility of 13 from a month ago
Allstate (ALL) 30-day call option implied volatility of 21 compares to volatility of 16 from a month ago
XL Group (XL) 30-day call option implied volatility of 44 compares to volatility of 16 from a month ago
Everest Re (RE) 30-day call option implied volatility of 52 compares to volatility of 18 from a month ago