Actionable Options Tuesday, February, 6
Calls with increasing volatility movement and volume: VXX VIX UVXY
Puts with increasing volatility movement and volume: RUT IWM SVXY QQQ
iPath S&P 500 VIX ST Futures ETN (VXX) 30-day option implied volatility is at 105, compared to its 52-week range of 45 to 105
Ishares Russell 2000 Etf (IWM) 30-day option implied volatility is at 32, compared to its 52-week range of 10 to 32
S&P Dep Receipts (SPY) 30-day option implied volatility is at 32, compared to its 52-week range of 6 to 32
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 33, compared to its 52-week range of 9 to 33
Proshares Short Vix Short-term Futures Etf (SVXY) 30-day option implied volatility is at 184 compared to its 52-week range of 42 to 184
Proshares Ultra Vix Short-term Futures Etf (UVXY) 30-day option implied volatility is at 298 compared to its 52-week range of 92 to 297