Actionable Options for Wednesday, December, 17
Actionable Options for Wednesday, December, 17
Options with increasing call volume and implied volatility: MCD RSX MGM
Options with increasing put volume and implied volatility: LVS CLF TSLA
VIX Futures Premium: down 10.45% IVolatility main page.
Option implied volatility for major indices are elevated into FOMC policy statement.
Standard and Poor's Depository Receipts (SPX) current 30-day call IVXM is at 20, compared to a one-month ago level of 10.
S&P 500 (SPY) 20 current 30-day call IVXM is at 19, compared to a one-month ago level of 11.
Russell 2000 (IWM) current 30-day call IVXM is at 23, compared to a one-month ago level of 17 according to Advanced Options at IVolatility.