Actionable Options for Friday, October, 14
Options with increasing call volume and volatility movement: MDCO NFLX BRCD
Options with increasing put volume and volatility movement: DPZ CSC VIPS
RT Options Scanner shows: Netflix (NASDAQ: NFLX) January 120 call option implied volatility increased 2% to 43.
Option implied volatility pulls back after banks report Q3 results and outlook
Wells Fargo (WFC) down 0.75%. Current 30-day call option implied volatility is at 21, compared to a one month ago level of 23.
Citigroup (C) up 0.09%. Current 30-day call option implied volatility is at 22, compared to a one month ago level of 25.
JPMorgan (JPM) down 0.50%. Current 30-day call option implied volatility is at 21, compared to a one month ago level of 23.