Actionable Options for Thursday, April, 2
Options with increasing call volume and implied volatility: GNW EMR MCD
Options with increasing put volume and implied volatility: PBR VALE TSLA
RT Options Scanner shows Delta Air Lines (DAL) September 50 call option implied volatility increased 7% to 37.
Hybrid debt ETF & index option implied volatility is flat into March employment report
Proshares UltraShort Barc 20 Year Treasury ETF (TBT) up 1.7% to $41.50. Current IVXM volatility is at 30, compared to a one month ago level of 31.
ProShares UltraShort Lehman 7-10 Yr ETF (PST) is recently up 0.47% to $26.91. Current IVXM volatility is at 13, compared to a one month ago level of 14.
iShares S&P National Municipal Bond Fund (MUB) is recently down 0.22% to $110.18. Current IVXM volatility is at 5.3, compared to a one month ago level of 5.7.
ProShares Short 20+ Year Treasury ETF (TBF) is recently up 97% to $23.88. Current IVXM volatility is at 15.66, compared to a one month ago level of 15.69.
IShares Barclay 20+ YR Treasury ETF (TLT) is recently down 81c to $113.76. Current call volatility is at 11.96, compared to a one month ago level of 12 according to Advanced Options at IVolatility.