Actionable Options for Thursday, June, 23
Options with increasing call volume and volatility movement: NFLX IBM ISRG
Options with increasing put volume and volatility movement: FINL MU SONC
RT Options Scanner shows: Market Vectors Gold Miners ETF (GDX) July 29 call option implied volatility decreased 3% to 55 according to IVolatility.
Bank option implied volatility into Brexit vote and stress test results
Wells Fargo (WFC) up 1.5%. Current 30-day call IVXM is at 24, compared to a one-month ago level of 19.
Citigroup (C) up 3.5%. Current 30-day call IVXM is at 32, compared to a one-month ago level of 27.
Bank of America (BAC) up 2.7%. Current 30-day call IVXM is at 33, compared to a one-month ago level of 28.
JP Morgan (JPM) up 2.1%. Current 30-day call IVXM is at 23, compared to a one-month ago level of 21.
U.S. Bancorp (USB) up 2%. Current 30-day call IVXM is at 21, compared to a one-month ago level of 17.
Goldman Sachs (GS) up 2.6%. Current 30-day call IVXM is at 28, compared to a one-month ago level of 25.
Morgan Stanley (MS) up 2.4%. Current 30-day call IVXM is at 32, compared to a one-month ago level of 28 according to IVolatility.