Actionable Options for Thursday, June, 4
Options with increasing call volume and implied volatility: BMY NTAP LBTYA ETFC
Options with increasing put volume and implied volatility: OPK AVP FTR
RT Options Scanner shows Twitter (TWTR) September 43 call option implied volatility increased 5% to 43 according to IVolatility.
Treasaury index volatility is higher as prices decrease on the IMF urging Fed to postpone rate liftoff to first half of 2016 and into the release of May employment report on Friday.
Proshares UltraShort Barc 20 Year Treasury ETF (TBT) down 2.10%. Current 30-day call IVXM is at 33 compared to a one-month ago level of 31.
iShares IBoxx $ Invest Grade Corp Bd Fd (LQD) up 0.50% to $116.43. Current 30-day call IVXM is at 8 compared to a one-month ago level of 7.