Actionable Options for Wednesday, December, 9
Options with increasing call volume and implied volatility: BLL SNE LVLT
Options with increasing put volume and implied volatility: PII NLSN NCR
RT Options Scanner shows SunEdison (SUNE) April 5 call option implied volatility decreased 3% to 151 according to iVolatility.
MLP’s option implied volatility has recently had movement on investor concerns regarding dividends, several earnings misses against consensus, and company's ability to fund its debt as natural gas and oil prices trade at multi-year lows.
Western Gas Partners (WES) up 6.4%. Current 30-day call IVXM is at 40, compared to a one-month ago of 43.
DCP Midstream (DPM) up 7.7%. Current 30-day call IVXM is at 50, compared to a one-month ago of 43.
Spectra Energy (SE) up 6.7%. Current 30-day call IVXM is at 41, compared to a one-month ago of 28 according to iVolatility.