Actionable Options Monday, October, 9

 

Calls with increasing volatility movement and volume: NBI NTRS GE

Puts with increasing volatility movement and volume: HPQ VIAB K

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

MBIA (MBI) 10-day call option implied volatility is at 67; compared to its 52-week range of 34 to 67

Assured Guaranty (AGO) 10-day call option implied volatility is at 34; compared to its 52-week range of 19 to 36

Ambac (AMBC) 10-day call option implied volatility is at 49; compared to its 52-week range of 36 to 55.