Actionable Options for Friday, September, 11
Options with increasing call volume and implied volatility: LLY ADXS VVUS
Options with increasing put volume and implied volatility: MBLY MRVL AVP
RT Options Scanner shows General Motors (GM) January 34 call option implied volatility increased 4% to 28 according to iVolatility.
Option implied volatility is elevated into Fed rate decision on September 17
IShares Barclay 20+ YR Treasury ETF (TLT) up 0.89%. Current 30-day call IVXM is at 16, compared to a one-month ago level of 14.
ProShares UltraShort 20+ yr Trsry (TBT) down 1.7%. Current 30-day call IVXM is at 31, compared to a one-month ago level of 26.
Financial Select Sector (XLF) down 0.20%. Current 30-day call IVXM is at 25, compared to a one-month ago level of 15.
JPMorgan (JPM) down 0.72%. Current 30-day call IVXM is at 29, compared to a one-month ago level of 17.