Actionable Options for Wednesday, September, 30
Options with increasing call volume and implied volatility: AMLP PM MT
Options with increasing put volume and implied volatility: XBI PYPL IMAX
RT Options Scanner shows Mylan (MYL) January 47 call option implied volatility increased 4% to 48 according to IVolatility.
Large bio-tech option implied volatility is elevated as stocks have recently sold off on Hillary Clinton announcing her prescription drug plan last week
Amgen (AMGN) up 2.4%. Current 30-day call IVXM is at 39, compared to a one-month ago level of 33.
Biogen (BIIB) up 3%. Current 30-day call IVXM is at 53, compared to a one-month ago level of 36.
Gilead (GILD) up 2.2%. Current 30-day call IVXM is at 42, compared to a one-month ago level of 34 according to IVolatility.