Actionable Options for Tuesday, October, 11
Options with increasing call volume and volatility movement: DAL SWKS EBAY
Options with increasing put volume and volatility movement: NYMX STJ ILMN
RT Options Scanner shows: Kinder Morgan (NYSE: KMI) January 25 call option implied volatility increased 2% to 34
iShares Russell 2000 Index (IWM) down 1.66%. Current 30-day call option implied volatility is at 19, compared to a one month ago level of 20.
iShares MSCI Emerging Mkt Idx (EEM) down 2.2%. Current 30-day call option implied volatility is at 23, compared to a one month ago level of 23.
SPDR S&P 500 ETF Trust (SPY) down 1%. Current 30-day call option implied volatility is at 14, compared to a one month ago level of 15.