Actionable Options for Thursday, June, 28
The RT Options Scanner shows $CVS August 75 & August 77.50 call IV up 5% with strikes trading more than 1500 contracts
The RT Options Scanner can be configured to provide a lot of data by adding columns that show change, etc. for each strike.
Bank option implied volatility into Federal Reserve releases part two of its annual bank stress tests
Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 27
Citigroup (C) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 33
Bank of America (BAC) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 35
Morgan Stanley (MS) 30-day option implied volatility is at 36; compared to its 52-week range of 18 to 35
BNY Mellon (BK) 30-day option implied volatility is at 27; compared to its 52-week range of 15 to 31
Comerica (CMA) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 35
Calls with increasing volatility movement and volume: TWTR NKE UAA
Puts with increasing volatility movement and volume: LB SBUX WBA