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Actionable Options Monday, December, 4

Actionable Options Monday, December, 4

 

Calls with increasing volatility movement and volume: XLF DIS NVDA

Puts with increasing volatility movement and volume: BBY CX GOOG

The major stock market indices rallied on expected passage of tax reform

S&P Dep Receipts (SPY) option implied volatility is at 10; compared to its 52-week range of 7 to 13

CBOE Volatility Index (VIX) option implied volatility is at 94; compared to its 52-week range of 45 to 145

PowerShares QQQ Trust (QQQ) option implied volatility is at 14; compared to its 52-week range of 9 to 18

iPath S&P 500 VIX ST Futures ETN (VXX) option implied volatility is at 63; compared to its 52-week range of 45 to 96

VIX Futures Premium 8.80%

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