Actionable Options for Friday, August, 12
Options with increasing call volume and volatility movement: HRB LULU EMC
Options with increasing put volume and volatility movement: HAIN SNY HP
RT Options Scanner shows: Valero Energy (VLO) December 60 call option implied volatility increased 3% to 29.
Internet merchandiser’s option implied volatility has trend to record lows as shares trade at upper end of trading range
Alibaba (BABA) up 3.50%. Current 30-day call option implied volatility is at 25, compared to a one month ago level of 30.
Amazon.com (AMZN) down 0.5%. Current 30-day call option implied volatility is at 18, compared to a one month ago level of 39.
eBay (EBAY) down 0.3%. Current 30-day call option implied volatility is at 21, compared to a one month ago level of 31.