Actionable Options for Thursday, June, 16
Options with increasing call volume and volatility movement: EXAS RBS BCS
Options with increasing put volume and volatility movement: VIX UVXY DB
RT Options Scanner shows: iPath S&P 500 VIX Short-Term Futures (VXX) September 21 call option implied volatility increased 2% to 100 according to IVolatility.
Option implied volatility is up, share prices down into Brexit vote
Barclays (BCS) down 2.4%. Current 30-day call IVXM is at 71, compared to a one-month ago level of 37.
RBS (RBS) down 2.4%. Current 30-day call IVXM is at 37, compared to a one-month ago level of 71.
Deutsche Bank (DB) down 3.5%. Current 30-day call IVXM is at 71, compared to a one-month ago level of 56.
Credit Suisse (CS) down 2%. Current 30-day call IVXM is at 57, compared to a one-month ago level of 43.
HSBC (HSBC) down 1%. Current 30-day call IVXM is at 41, compared to a one-month ago level of 25 according to IVolatility.