Actionable Options for Tuesday, June, 23
Options with increasing call volume and implied volatility: MU IBM BTU
Options with increasing put volume and implied volatility: AMBA TGT WMB
RT Options Scanner shows Ambarella (AMBA) November 115 call option implied volatility decreased 8% to 53.
IShares Barclay 20+ YR Treasury ETF (TLT) down 0.07% after last week’s FOMC stable interest rate policy. Current 30-day call IVXM is at 15.49 compared to a one-month ago level of 15.82.
Proshares UltraShort Barc 20 Year Treasury ETF (TBT) up 0.24%. Current 30-day call IVXM is at 31 compared to a one-month ago level of 31.
iShares iBoxx $ InvesTop Investment Grade Corporate Bond Fund (LQD) down 0.10%. Current 30-day call IVXM is at 8.01 compared to a one-month ago level of 7.60.
Global X Funds (GREK) up 0.58% on hopes for possible solutions to avoid a Greek debt default. Current 30-day call IVXM is at 84 compared to a one-month ago level of 65.
National Bank of Greece (NBG) up 6.5%. Current 30-day call IVXM is at 165 compared to a one-month ago level of 154 according to Advanced Options at IVolatlity.