Actionable Options for Thursday, October, 22
Options with increasing call volume and implied volatility: AA JOY MSFT
Options with increasing put volume and implied volatility: HZNP VRX AGN
Community Health down more than 15% in after hours following guidance; hospital peers are lower on higher option implied volatility.
Community Health's (CYH) down 31%. Current 30-day call option implied volatility is at 164, compared to a one-month ago level of 33.
Tenet (THC) down 15%. Current 30-day call option implied volatility is at 73, compared to a one-month ago level of 35.
HCA Holdings (HCA) down 7%. Current 30-day call option implied volatility is at 41, compared to a one-month ago level of 35.
LifePoint (LPNT) down 12%. Current 30-day call option implied volatility is at 48, compared to a one-month ago level of 32.