Actionable Options for Wednesday, March, 16
Options with increasing call volume and volatility movement: HTX HOT TWC
Options with increasing put volume and volatility movement: SUNE SSYC NE
RT Options Scanner shows; Vale (VALE) June 4 call option implied volatility decreased 3% to 77 according to IVolatility.
Option Implied volatility is elevated for stocks in Pershing Square portfolio a day after Valeant (VRX), a large holding, reported an earnings miss, concerns of key business segments and high debt levels.
Valeant (VRX) up 2%. Current 30-day call IVXM is at 137, compared to a one-month ago level of 82.
Zoetis (ZTS) down 1%. Current 30-day call IVXM is at 28, compared to a one-month ago level of 34.
Platform Specialty Products (PAH) down 1%. Current 30-day call IVXM is at 89, compared to a one-month ago level of 123.
Howard Hughes (HHC) down 1.8%. Current 30-day call IVXM is at 31, compared to a one-month ago level of 47.
Canadian Pacific (CP) down 0.06%. Current 30-day call IVXM is at 35, compared to a one-month ago level of 42 according to IVolatility.