Actionable Options for Monday December 9
Options with increasing call volume and implied volatility: RT FRX CPB DHI
Options with increasing put volume and implied volatility: OSIS CIEN TSLA
Gilead (GILD) is recent up $1.17 to $75.16 after the FDA approval of Sovaldi for the treatment of chronic hepatitis C. December and January call option implied volatility is at 26, February is at 29, May is at 33; compared to its 26-week average of 32.
India Fund (IFN) is recently up 26c to $20.94 after the main opposition party swept recent state elections. Overall option implied volatility of 18 is below its 26-week average of 28.
Sysco Corporation (SYY) is recently up $3.80 to $38.16 after announcing the purchase of US Foods. December call option implied volatility of 30, January is at 22, February is at 20; compared to its 26-week average of 17.