Actionable Options Friday, October, 13
Calls with increasing volatility movement and volume: XRX XLF CMCSA
Puts with increasing volatility movement and volume: ABC DISH RIG
Pharma sourcing and distribution option implied volatility into expectations of 60 Minutes Opioid Report
AmerisourceBergen (ABC) 10-day call option implied volatility is at 30; compared to its 52-week range of 17 to 37
Cardinal Health (CAH) 10-day call option implied volatility is at 29; compared to its 52-week range of 15 to 34
McKesson (MCK) 10-day call option implied volatility is at 31; compared to its 52-week range of 17 to 37