Actionable Options for Tuesday, June, 14
RT Options Scanner shows: iPath S&P 500 VIX Short-Term Futures (VXX) September 19 call option implied volatility decreased 4% to 101 according to IVolatility.
Money Center option implied volatility has increased into FOMC policy meeting and Brexit vote
Bank of America (BAC) down 1.9%. Current 30-day call IVXM is at 37, compared to a one-month ago level of 31.
JP Morgan (JPM) down 1.6%. Current 30-day call IVXM is at 30, compared to a one-month ago level of 21.
Wells Fargo (WFC) down 1.5%. Current 30-day call IVXM is at 28, compared to a one-month ago level of 20.
Citigroup (C) down 2.3%. Current 30-day call IVXM is at 39, compared to a one-month ago level of 29 according to IVolatility.