Actionable Options for Wednesday, January, 27
Options with increasing call volume and implied volatility: MTG VRTX BKD
Options with increasing put volume and implied volatility: RDN GG MTW PYPL
RT Options Scanner shows Amazon.com (AMZN) April 660 call option implied volatility increased 3% to 37 according to iVolatility.
Large tech stocks with elevated implied volatility into quarterly results
Amgen (AMGN) down 0.7%. Current 30-day call IVXM is at 32, compared to a one-month ago of 24.
Amazon (AMZN) down 2.3%. Current 30-day call IVXM is at 51, compared to a one-month ago of 29.
Microsoft (MSFT) down 1.5%. Current 30-day call IVXM is at 36, compared to a one-month ago of 20.
Facebook (FB) down 1%. Current 30-day call IVXM is at 42, compared to a one-month ago of 25 according to iVolatility.