Actionable Options for Friday, October, 28
Options with increasing call volume and volatility movement: DF AMD FB
Options with increasing put volume and volatility movement: STJ BABA EXC
RT Options Scanner shows: United States Oil Fund (USO) January 12.50 call option implied volatility increased 4% to 34
McKesson (MCK) is recently down 24% after reporting less than expected Q2 results. Current 30-day call option implied volatility is at 34, compared to a one month ago level of 22.
Two of McKesson's peers, Cardinal Health (CAH) is down 10% and AmerisourceBergen (ABC) is down 12% after MCK results as fears of a price war in drug wholesaling increase.
Cardinal Health (CAH) current 30-day call option implied volatility is at 33, compared to a one month ago level of 18.
AmerisourceBergen (ABC) current 30-day call option implied volatility is at 37, compared to a one month ago level of 20.