Actionable Options Monday, December, 4
Calls with increasing volatility movement and volume: XLF DIS NVDA
Puts with increasing volatility movement and volume: BBY CX GOOG
The major stock market indices rallied on expected passage of tax reform
S&P Dep Receipts (SPY) option implied volatility is at 10; compared to its 52-week range of 7 to 13
CBOE Volatility Index (VIX) option implied volatility is at 94; compared to its 52-week range of 45 to 145
PowerShares QQQ Trust (QQQ) option implied volatility is at 14; compared to its 52-week range of 9 to 18
iPath S&P 500 VIX ST Futures ETN (VXX) option implied volatility is at 63; compared to its 52-week range of 45 to 96
VIX Futures Premium 8.80%