Actionable Options for Tuesday, September, 22
Options with increasing call volume and implied volatility: FCAU WFT LAD
Options with increasing put volume and implied volatility: APD CAB X
RT Options Scanner shows Alcoa (AA) December 11 call option implied volatility increased 4% to 41 according to iVolatility.
MSCI index funds option implied volatility is at flat as share prices pull back
MSCI Emerging Markets Index (EEM) down 2.2%. Current 30-day call IVXM is at 27, compared to a one-month ago level of 28.
MSCI Brazil Index iShares (EWZ) down 4%. Current 30-day call IVXM is at 49, compared to a one-month ago level of 41.
MSCI Germany (EWG) down 4%. Current 30-day call IVXM is at 27, compared to a one-month ago level of 29 according to IVolatility.