Actionable Options for Friday, September, 29
Calls with increasing volatility movement and volume: VRX TWTR MBI
Puts with increasing volatility movement and volume: AXON ZGNX RHT
iShares FTSE Xinhua China 25 Index (FXI) option implied volatility low into China’s Communist Party Congress
iShares FTSE Xinhua China 25 Index (FXI) 10-day call option implied volatility is at 18; compared to its 52-week range of 14 to 26
China Mobile (CHL) 10-day call option implied volatility is at 14; compared to its 52-week range of 13 to 26
Sinopec (SNP) 10-day call option implied volatility is at 18; compared to its 52-week range of 14 to 33
China Life Insurance (LFC) 10-day call option implied volatility is at 25; compared to its 52-week range of 22 to 39
Baidu (BIDU) 10-day call option implied volatility is at 34; compared to its 52-week range of 18 to 44