Actionable Options for Tuesday, June, 28
Options with increasing call volume and volatility movement: VMW LYG MU
Options with increasing put volume and volatility movement: BCS NKE RBS
RT Options Scanner shows: Delta (DAL) September 38 call option implied volatility decreased 7% to 38 according to IVolatility.
CBOE Volatility Index (VIX) and iPath S&P 500 VIX Short-Term Futures (VXX) option implied volatility stays elevated as stocks bounce.
CBOE Volatility Index (VIX) down 16%. Current 30-day call IVXM is at 103, compared to a one-month ago level of 71.
iPath S&P 500 VIX Short-Term Futures (VXX) down 5.5%. Current 30-day call IVXM is at 93, compared to a one-mont