Actionable Options for Friday, March, 27
Options with increasing call volume and implied volatility: DIS DOW BAC
Options with increasing put volume and implied volatility: X VALE MON
RT Options Scanner shows Alibaba (BABA) May 95 call option implied volatility increased 3% to 34 according to IVolatility.
Companies that are developing treatments for the Ebola virus have mixed option implied volatility
Chimerix (CMRX) current 30-day call IVXM is at 53, compared to a one-week ago level of 58.
Tekmira (TKMR) current 30-day call IVXM is at 55, compared to a one-month ago level of 65.
BioCryst (BCRX) current 30-day call IVXM is at 69, compared to a one-month ago level of 62.
Sarepta (SRPT) current 30-day call IVXM is at 104, compared to a one-month ago level of 79.
Inovio (INO) overall option implied volatility of 81 compares to its 26-week average of 61.
NewLink Genetics (NLNK) current 30-day call IVXM is at 147, compared to a one-month ago level of 126 according to Advanced Options at IVolatlity.