Actionable Options for Tuesday, September, 1
Options with increasing call volume and implied volatility: XRX MW CY
Options with increasing put volume and implied volatility: FIVE DOW TSM
RT Options Scanner shows Cablevision (CVC) January 30 call option implied volatility increased 7% to 54 according to IVolatility.
Momentum tech stocks volatility is elevated
Netflix (NFLX) down 2.5%. Current 30-day call IVXM is at 80 compared to a one-month ago level of 33.
Amazon.com (AMZN) up 1.4%. Current 30-day call IVXM is at 38 compared to a one-month ago level of 24.
GoPro (GPRO) down 9.5%. Current 30-day call IVXM is at 75 compared to a one-month ago level of 44 according to Advanced Options at IVolatlity.