Actionable Options for Tuesday, October, 13
Options with increasing call volume and implied volatility: WFC JPM C
Options with increasing put volume and implied volatility: TWOU WFT LLTC
Shares of U.S.-based airlines were mostly lower in morning trading after analysts from JPMorgan and Evercore ISI released notes evaluating the state of the sector. In addition, JPMorgan downgraded JetBlue (JBLU) and Evercore cut its rating on American Airlines (AAL).
Delta Air Lines (DAL) down 0.23%. Current 30-day call option implied volatility is at 33, compared to a one-month ago level of 34.
Southwest (LUV) down 0.51%. Current 30-day call 30-day call option implied volatility is at 30, compared to a one-month ago level of 32.
United Continental (UAL) dropped 0.82%. Current 30-day call option implied volatility is at 37, compared to a one-month ago level of 37.