Actionable Options for Wednesday, September, 21
Options with increasing call volume and volatility movement: CREE MSFT SRPT
Options with increasing put volume and volatility movement: NFLX SKX APOL
RT Options Scanner shows: iPath S&P 500 VIX ST Futures ETN (VXX) December 46 call option implied volatility increased 2% to 89
iShares 20+ Year Treasury Bond ETF (TLT) up 6c to $134.84. 30-day call option implied volatility of 14 compares to volatility of 12 from a month ago.
Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) down 4c to $32.88. 30-day call option implied volatility of 28 compares to volatility of 24 from a month ago.
SPDR S&P 500 ETF Trust (SPY) up 10c to 213.51. 30-day call option implied volatility of 15 compares to volatility of 10 from a month ago.
iPath S&P 500 VIX Short-Term Futures (VXX) is recently down 13c to 37.51. 30-day call option implied volatility of 77 compares to volatility of 60 from a month ago.