Actionable Options Monday, December, 11

 

Calls with increasing volatility movement and volume: AKS OSTK XLU

Puts with increasing volatility movement and volume: BLUE URBN BLUE

Option Implied Volatility during the American Society of Hematology Meeting

Pfizer (PFE) 10-day call option implied volatility is at 13; compared to its 52-week range of 12 to 20

Merck (MRK) 10-day call option implied volatility is at 17; compared to its 52-week range of 13 to 21

Bristol-Myers (BMY) 10-day call option implied volatility is at 22; compared to its 52-week range of 17 to 34

Johnson & Johnson (JNJ) 10-day call option implied volatility is at 12; compared to its 52-week range of 10 to 17

GlaxoSmithKline (GSK) 10-day call option implied volatility is at 17; compared to its 52-week range of 12 to 24

AstraZeneca (AZN) 10-day call option implied volatility is at 17; compared to its 52-week range of 17 to 53

Sanofi-Aventis (SNY) 10-day call option implied volatility is at 16; compared to its 52-week range of 16 to 30