Actionable Options for Tuesday, January 15
The RT Options Scanner shows $PCG January 10 call IV 266 -18%, 20 strikes +1K contracts as shares sell off 27%
The RT Options Scanner can be configured to provide a lot of data by adding columns that show change, etc. for each strike
Advanced Options: $BAC 30 days IV call at 27 -1.7%, puts 26.6 -1.6%, +20 strikes +1K contracts into EPS
Advanced Options: $NFLX 30 days IV call at 53.8 -3.1%, puts 53.7 -2.9%, +8 strikes +1K into EPS
Calls with increasing volatility movement and volume: PCG AA GILD
Puts with increasing volatility movement and volume: PCG SSYS NLSN