Actionable Options for Thursday, September, 24
Options with increasing call volume and implied volatility: BLK DMND NXPI
Options with increasing put volume and implied volatility: IMAX BHP MRK
RT Options Scanner shows Twitter (TWTR) January 30 call option implied volatility increased 5% to 55 according to IVolatility.
Caterpillar, Joy Global and Deere volatility has pulled back after Caterpillar announced restructuring plans to lower costs by $1.5B annually.
Caterpillar (CAT) down 6.4%. Current 30-day call IVXM is at 37, compared to a one-month ago level of 39.
Joy Global (JOY) down 2.6%. Current 30-day call IVXM is at 60, compared to a one-month ago level of 63.
Deere (DE) down 3.3%. Current 30-day call IVXM is at 27, compared to a one-month ago level of 37 according to IVolatility.