Actionable Options for Friday, September, 9
Options with increasing call volume and volatility movement: DVAX GWPH YUM
Options with increasing put volume and volatility movement: XHB PG GIS
RT Options Scanner shows: Tesla $TSLA January 220 call option implied volatility increased 2% to 30.
Ishares Russell 2000 Etf (IWM) down 1.9%. 30-day call option implied volatility of 17 compares to volatility of 14 from a month ago.
ProShares UltraShort 20+ yr Trsry (TBT) up 3%. 30-day call option implied volatility of 28 compares to volatility of 25 from a month ago.
SPDR S&P 500 ETF Trust (SPY) down 1.5%. 30-day call option implied volatility of 13 compares to volatility of 10 from a month ago.
VIX Futures Premium 16.25% (Combined volume weighted VIX Futures premium for first and second months