Actionable Options for Friday, April, 6
Calls with increasing volatility movement and volume: MDR NLNK PII
Puts with increasing volatility movement and volume: NLNK INCY MT
Option implied volatility into Federal Reserve Chairman Powell speech this afternoon
CBOE Volatility Index (VIX) 30-day option implied volatility is at 88; compared to its 52-week range of 51 to 222
iPath S&P 500 VIX ST Futures ETN (VXX) 30-day option implied volatility is at 69; compared to its 52-week range of 45 to 154
S&P Dep Receipts (SPY) 30-day option implied volatility is at 17; compared to its 52-week range of 7 to 32
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 23; compared to its 52-week range of 10 to 33
Proshares Ultra Short 20 Year Treasury ETF (TBT) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 30
iShares 20+ Year Treasury Bond Fund (TLT) 30-day option implied volatility is at 10; compared to its 52-week range of 9 to 16