Actionable Options Monday, December, 12
Options with increasing call volume and volatility movement: ANTM DF TEX
Options with increasing put volume and volatility movement: SYK OPHT HIG
RT Options Scanner shows: NVIDIA (NVDA) March 110 call option implied volatility increased 5% to 48
Following news earlier that majority shareholder National Amusements withdrew support for a merger with Viacom (VIAB), the New York Post is reporting that CBS (CBS) could pursue a deal for Sony (SNE). Alternatively, Verizon (VZ) is said to be "poking around" CBS.
Viacom (VIAB) down 7%. Current 30-day call option implied volatility is at 29, compared to a one-month ago level of 33.
CBS (CBS) up 1.3%. Current 30-day call option implied volatility is at 22, compared to a one-month ago level of 24.
Sony (SNE) down 0.75%. Current 30-day call option implied volatility is at 26, compared to a one-month ago level of 28.