Actionable Options Thursday, October, 5

 

Calls with increasing volatility movement and volume: TEVA DYN MNKD

Puts with increasing volatility movement and volume: MNKD TWX MBI

Financial guarantee company’s option implied volatility increases on Puerto Rico debt uncertainty.

MBIA (MBI) 10-day call option implied volatility is at 62; compared to its 52-week range of 34 to 62

Assured Guaranty (AGO) 10-day call option implied volatility is at 36; compared to its 52-week range of 19 to 36

Ambac (AMBC) 10-day call option implied volatility is at 50; compared to its 52-week range of 36 to 56