Actionable Options for Monday, June, 27
Options with increasing call volume and volatility movement: BAC C JPM
Options with increasing put volume and volatility movement: AMTD ETFC SCHW UAL
RT Options Scanner shows: Barrick Gold (ABX) October 25 call option implied volatility increased 7% to 55 according to IVolatility.
Option implied volatility continues higher as investors assessed the implications of Britons voting to leave the European Union, a decision that sparked a global selloff on Friday.
Barclays (BCS) down 20%. Current 30-day call IVXM is at 107, compared to a one-month ago level of 33.
Lloyds Banking Group (LYG) down 15%. Current 30-day call IVXM is at 71, compared to a one-month ago level of 41.
RBS (RBS) down 12%. Current 30-day call IVXM is at 97, compared to a one-month ago level of 34 according to IVolatility.