Actionable Options for Wednesday, June, 3
Options with increasing call volume and implied volatility: FTR NUAN TJX
Options with increasing put volume and implied volatility: WETF QUNR TWX
RT Options Scanner shows Chesapeake (CHK) October 17 call option implied volatility increased 2% to 44.
Treasaury index volatility is higher as prices decrease on the expectations the FOMC will be raising rates.
Proshares UltraShort Barc 20 Year Treasury ETF (TBT) up 3.10%. Current 30-day call IVXM is at 33 compared to a one-month ago level of 29.
IShares Barclay 20+ YR Treasury ETF volatility elevated (TLT) down 1.54%. Current 30-day call IVXM is at 16 compared to a one-month ago level of 15 according to Advanced Options at IVolatlity.
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (TYVIX) up 8.52% to 6.75 co/h2GXo