Actionable Options for Wednesday, October, 15
Actionable Options for Wednesday, October, 15
Options with increasing call volume and implied volatility: DAL GS TXN
Options with increasing put volume and implied volatility: GE HON MS
VIX +23.6% to 28.17, VXX +9 to 42.39, VXD +8.5% to 17.27, VXN +17.6% to 29.41, VXST +42.1% to 34.96
Airline stocks option implied volatility has increased on reports the 2nd nurse infected with Ebola.
Delta Air Lines (DAL) current 30-day call IVXM is at 78, compared to a one-month ago level of 40.
Southwest (LUV) current 30-day call IVXM is at 54, compared to a one-month ago level of 26.
American Airlines (AAL) current 30-day call IVXM is at 75, compared to a one-month ago level of 39.
United Continental (UAL) current 30-day call IVXM is at 77, compared to a one-month ago level of 41 according to Advanced Options at IVolatlity.