Actionable Options for Monday, February, 8
Options with increasing call volume and volatility: BK WYN GRUB
Options with increasing put volume and volatility: DIS JNPR TWTR TSLA
RT Options Scanner shows Alibaba (BABA) July 75 call option implied volatility increased 4% to 38 according to iVolatility.
Option implied volatility increases as stocks pullback
S&P 100 Options (OEX) down 1.7%. Current 30-day call IVXM is at 24, compared to a one-month ago level of 20.
Standard and Poor's Depository Receipts (SPY) down 2.1%. Current 30-day call IVXM is at 25, compared to a one-month ago level of 19.
Russell 2000 Index (RUT) down 2.8%. Current 30-day call IVXM is at 29, compared to a one-month ago level of 22.
NASDAQ 100 Index Tracking Stock (QQQ) down 3%. Current 30-day call IVXM is at 27, compared to a one-month ago level of 21.