Actionable Options for Thursday, March, 26
Options with increasing call volume and implied volatility: SNDK FB BBRY
Options with increasing put volume and implied volatility: PBR PFE JCP
RT Options Scanner shows Halliburton (HAL) July 50 call option implied volatility increased 3% to 28.
Volatlity for oil sector ETF and indexes is at one month lows as WTI oil trades up 2% to $50.24
United States Oil Fund (USO) up 3%. Current 30-day call IVXM is at 47, compared to a one-month ago level of 55.
Energy Select Sector SPDR (XLE) down 0.2%. Current 30-day call IVXM is at 21, compared to a one-month ago level of 23.
iPath S&P GSCI Crude Oil Total Return (OIL) up 4%. Current 30-day call IVXM is at 50, compared to a one-month ago level of 59 according to Advanced Options at IVolatility.