Actionable Options Friday, December, 8
Calls with increasing volatility movement and volume: BANC FTR ETSY
Puts with increasing volatility movement and volume: CBOE DUST HST
Option Implied Volatility into American Society of Hematology Meeting
Agios Pharmaceuticals (AGIO) 10-day call option implied volatility is at 97; compared to its 52-week range of 45 to 143
Shire (SHPG) 10-day call option implied volatility is at 31; compared to its 52-week range of 22 to 34
ZIOPHARM (ZIOP) 10-day call option implied volatility is at 96; compared to its 52-week range of 46 to 131
bluebird (BLUE) 10-day call option implied volatility is at 67; compared to its 52-week range of 48 to 79
Incyte (INCY) 10-day call option implied volatility is at 44; compared to its 52-week range of 35 to 55
Celgene (CELG) 10-day call option implied volatility is at 26; compared to its 52-week range of 16 to 37
Geron (GERN) 10-day call option implied volatility is at 104; compared to its 52-week range of 55 to 117