Actionable Options for Tuesday, July, 7
Options with increasing call volume and implied volatility: HTZ NUE JOE
Options with increasing put volume and implied volatility: SCHW SFUN GLW
RT Options Scanner shows X-trackers Harvest CSI 300 (ASHR) October 45 call option implied volatility increased 7% to 53 according to IVolatility.
Aetna (AET) is down $2.90 to $114.53 a day after announcing the acquisition of all outstanding shares of Humana (HUM) for a combination of cash and stock valued at $37B or approximately $230. Current 30-day call IVXM of 31 compares to a one-month ago level of 25.
Humana (HUM) is down $2.83 to $186.13. Current 30-day call IVXM of 28 compares to a one-month ago level of 27 according to IVolatility.