Actionable Options for Wednesday, September, 15
Options with increasing call volume and volatility movement: UVXY VXX SVXY
Options with increasing put volume and volatility movement: VIX MCK ORCL
RT Options Scanner shows: United States Oil Fund (NYSE: USO) January 11.50 call option implied volatility increased 4% to 40
Apple (AAPL) and component suppliers’ option implied volatility is at elevated as shares continue to rally on improving expectations for iPhone 7 Plus sales.
Apple (AAPL) up 3%. 30-day call option implied volatility of 22 compares to volatility of 19 from a month ago.
Jabil (JBL) up 4%. Current 30-day call option implied volatility is at 33, compared to a one month ago level of 25.
Avago Technologies (AVGO) up 1.7%. Current 30-day call option implied volatility is at 35, compared to a one month ago level of 25.
Cirrus Logic (CRUS) up 6.5%. Current 30-day call option implied volatility is at 38, compared to a one month ago level of 35.