Actionable Options for Friday, July, 18
Actionable Options for Friday, July, 18
Options having increasing call volume and implied volatility: MPEL PBR JCP
Options having increasing put volume and implied volatility: NQ DNKN HSP
Volatility has collapsed as solid corporate earnings supersede geopolitical events.
CBOE Volatility Index NASDAQ 100 (VXN) is recently down 13.5% to 13.71; compared to its 10-day moving average of 13.80 above its 50-day moving average of 13.77. NASDAQ 100 up 1.2%.
CBOE DJIA Volatility Index (VXD) is recently down 14.2% to 11.46; compared to 10-day moving average of 11.28 and 50-day moving average of 11.18. Dow Jones up 0.62%.
CBOE Russell 2000 Volatility Index (RVX) is recently down 9.9% to 18.76; above 10-day moving average of 18.74 and 50-day moving average of 18.08. IWM up 1.5%.
CBOE 100 Volatility Index (VXO) is recently down 21.4% to 10.32; compared to its 10-day moving average of 10.49 and 50-day moving average of 10.66. OEX up 0.8%.
CBOE S&P 500 3-month Volatility Index (VXV) is recently down 12% to 13.15; compared to its 10-day moving average of 13.20 and 50 day moving average of 13.48