Actionable Options for Thursday, March, 31

 

Options with increasing call volume and volatility movement: RAD XRX TXN

Options with increasing put volume and volatility movement: TGT VRX NXPI

RT Options Scanner shows Amazon.com (AMZN) June 670 call option implied volatility increased 2% to 30 according to IVolatility.

Valeant option implied volatility increases as shares trend to 52-week low.

Valeant (VRX) down 3%. Current 30-day call IVXM is at 143, compared to a one-month ago level 115.

Horizon Pharma (HZNP) up 3.6%. Current 30-day call IVXM is at 81, compared to a one-month ago level 76.

Mallinckrodt (MNK) up 1.3%. Current 30-day call IVXM is at 72, compared to a one-month ago level 55 according to IVolatility.