Actionable Options for Thursday, August, 11
Options with increasing call volume and volatility movement: VIP BYD HBI JWN
Options with increasing put volume and volatility movement: WYN JCP XRT
RT Options Scanner shows: Alcoa (AA) October 12 call option implied volatility increased 3% to 36.
Implied volatility is low as the market trades at record levels
SPDR S&P 500 ETF Trust (SPY) up 0.50%. Current 30-day call option implied volatility is at 10, compared to a one month ago level of 12.
NASDAQ 100 Index Tracking Stock (QQQ) up 0.45%. Current 30-day call option implied volatility is at 12, compared to a one month ago level of 14.
Russell 2000 Index (RUT) up 0.55%. Current 30-day call option implied volatility is at 15, compared to a one month ago level of 16.