Actionable Options for Wednesday, September, 23
Options with increasing call volume and implied volatility: SNCR BIIB X
Options with increasing put volume and implied volatility: FCX NKE WYNN
RT Options Scanner shows Tesla (TSLA) October 290 call option implied volatility increased 2% to 46 according to iVolatility.
Auto-parts supplier’s option implied volatility increases on Volkswagen probe over emissions issue
BorgWarner (BWA) down 1.5%. Current 30-day call IVXM is at 38, compared to a one-month ago level of 36.
Tenneco (TEN) down 2%. Current 30-day call IVXM is at 39, compared to a one-month ago level of 35.
Harman (HAR) down 2%. Current 30-day call IVXM is at 46, compared to a one-month ago level of 47 according to IVolatility.