Actionable Options Friday, April, 13
Calls with increasing volatility movement and volume: CZR NCDA JCP
Puts with increasing volatility movement and volume: ALGT EQIX QQQ
Option implied volatility in major indexes
CBOE Volatility Index (VIX) 30-day option implied volatility is at 94; 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 68; compared to its 52-week range of 45 to 154
S&P Dep Receipts (SPY) 30-day option implied volatility is at 16; compared to its 52-week range of 7 to 32
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 22; compared to its 52-week range 10 to 33