Actionable Options for Friday, September, 25
Options with increasing call volume and implied volatility: SPLS FDX AU
Options with increasing put volume and implied volatility: ODP AGO HYG
RT Options Scanner shows Twitter (TWTR) January 32 call option implied volatility increased 2% to 53 according to IVolatility.
Option implied volatility for chip suppliers to Apple iPhone 6S Plus
Qualcomm (QCOM) up 0.4%. Current 30-day call IVXM is at 26, compared to a one-month ago level of 38.
Skyworks (SWKS) up 3%. Current 30-day call IVXM is at 44, compared to a one-month ago level of 60.
Avago (AVGO) up 2.7%. Current 30-day call IVXM is at 43, compared to a one-month ago level of 66.
NXP Semiconductors (NXPI) up 2.5%. Current 30-day call IVXM is at 47, compared to a one-month ago level of 53.
Cirrus Logic (CRUS) up 13%. Current 30-day call IVXM is at 57, compared to a one-month ago level of 58.
Texas Instruments (TXN) 1%. Current 30-day call IVXM is at 31, compared to a one-month ago level of 43 according to IVolatility.