Actionable Options for Wednesday, October, 5
Options with increasing call volume and volatility movement: CRM NBR XLF
Options with increasing put volume and volatility movement: COTY CME CRM
RT Options Scanner shows: Chesapeake Energy (CHK) December 8 call option implied volatility increased 2% to 75.
salesforce.com (CRM) down 6% amid increased chatter it will buy Twitter (TWTR). Current 30-day call option implied volatility is at 73, compared to a one month ago level of 54.
Microsoft Corp (MSFT) up 1%. Current 30-day call option implied volatility is at 29, compared to a one month ago level of 17.
Facebook (FB) up 0.06%. Current 30-day call option implied volatility is at 32, compared to a one month ago level of 17.
Twitter (TWTR) up 4%. Current 30-day call option implied volatility is at 27, compared to a one month ago level of 19.