Actionable Options Friday, June, 8
Calls with increasing volatility movement and volume: VRX SQ TEVA
Puts with increasing volatility movement and volume: AVP MLCO NKTR
USA exporter’s option implied volatility flat into G7 Summit
Deere (DE) 30-day option implied volatility is at 23 compared to its 52-week range of 14 to 42
Boeing (BA) 30-day option implied volatility is at 21 compared to its 52-week range of 15 to 42
Caterpillar (CAT) 30-day option implied volatility is at 23 compared to its 52-week range of 15 to 39
FedEx (FDX) 30-day option implied volatility is at 25 compared to its 52-week range of 16 to 33
UPS (UPS) 30-day option implied volatility is at 16 compared to its 52-week range of 12 to 31