Actionable Options for Friday, September, 4
Options with increasing call volume and implied volatility: NBL MSI ATVI
Options with increasing put volume and implied volatility: BP COP ODP
RT Options scanner Amazon.com (AMZN) December 560 call option implied volatility increased 3% to 39 according to iVolatility.
Volatility stays elevated as equity prices pullback
SPDR S&P 500 ETF Trust (SPY) down 1.6%. Current 30-day call IVXM is at 25, compared to a one-month ago level of 12.
PowerShares QQQ ETF (QQQ) down 1.3%. Current 30-day call IVXM is at 28, compared to a one-month ago level of 14.
Russell 2000 Index (RUT) down 0.85%. Current 30-day call IVXM is at 25 compared to a one-month ago level of 13 according to Advanced Options at IVolatlity.