Actionable Options for Friday, August, 1
Options with increasing call volume and implied volatility: OREX ITUB GGP
Options with increasing put volume and implied volatility: SCTY LYB ACI
RT Options Scanner shows Netflix (NFLX) December 130 call option implied volatility increased 4% to 54 according to iVolatility.
Option implied volatility has spiked in all indexes and sectors
Standard and Poor's Depository Receipts (SPY) down 1.43%. Current 30-day call IVXM is at 21, compared to a one-month ago level of 11.
Russell 2000 Index (RUT) down 0.53%. Current 30-day call IVXM is at 23, compared to a one-month ago level of 14.
Financial Select Sector (XLF) down 1.28%. Current 30-day call IVXM is at 22, compared to a one-month ago level of 14 according to Advanced Options at iVolatility.