Actionable Options for Tuesday, September, 29
Options with increasing call volume and implied volatility: SGMS ZTS VRX
Options with increasing put volume and implied volatility: APA BZH HUN
RT Options Scanner shows Celgene (CELG) January 130 call option implied volatility decreased 6% to 38 according to IVolatility.
Pharmacuetical option implied volatility is elevated as stocks have recently sold off on Hillary Clinton announcing her prescription drug plan last week
Merck (MRK) up 0.68%. Current 30-day call IVXM is at 34, compared to a one-month ago level of 25.
Bristol-Myers (BMY) up 3.7%. Current 30-day call IVXM is at 38, compared to a one-month ago level of 29.
Gilead (GILD) up 2.6%. Current 30-day call IVXM is at 47, compared to a one-month ago level of 34 according to IVolatility.