Actionable Options for Monday, September, 21
Options with increasing call volume and implied volatility: BWP SIRI FTI
Options with increasing put volume and implied volatility: P FOXA TAP
RT Options Scanner shows Alibaba (BABA) January 75 call option implied volatility increased 8% to 34 according to iVolatility.
iShare Trust NASDAQ Biotech Index Fund option implied volatility has increased into Hillary Clinton announcing her prescription drug plan on Tuesday
iShare Trust NASDAQ Biotech Index Fund (IBB) down 4.5%. Current 30-day call IVXM is at 34, compared to a one-month ago level of 27.
Biogen (BIIB) down 4.8%. Current 30-day call IVXM is at 41, compared to a one-month ago level of 33.
Regeneron (REGN) down 4%. Current 30-day call IVXM is at 34, compared to a one-month ago level of 30 according to IVolatility.