Actionable Options Friday, May, 18
Calls with increasing volatility movement and volume: DVMT VMW CHK ZNGA
Puts with increasing volatility movement and volume: CPB GPRO MDLZ
Option implied volatility in major indexes
CBOE Volatility Index (VIX) 30-day option implied volatility is at 80; compared to its 52-week range of 55 to 222
iPath S&P 500 VIX ST Futures ETN (VXX) 30-day option implied volatility is at 62; compared to its 52-week range of 50 to 153
S&P Dep Receipts (SPY) 30-day option implied volatility is at 12; compared to its 52-week range of 7 to 32
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 16; compared to its 52-week range to 11 to 33