Actionable Options for Monday, July, 13
Options with increasing call volume and implied volatility: HIG ADTN RAD
Options with increasing put volume and implied volatility: CHKP ADKS PZZA
RT Options Scanner shows Micron (MU) October 21 call option implied volatility increased 6% to 43
Within the S&P 500 top gainers have elevated option implied volatility;
Netflix (NFLX) up 4.8%. Current 30-day call IVXM is at 50, compared to a one-month ago level of 28.
Garmin (GRMN) up 4.2%. Current 30-day call IVXM is at 30, compared to a one-month ago level of 24.
American Airlines (AAL) up 3%. Current 30-day call IVXM is at 41, compared to a one-month ago level of 35.
Baidu (BIDU) up 2.4%. Current 30-day call IVXM is at 37, compared to a one-month ago level of 24 according to Advanced Options at IVolatlity.