Actionable Options for Thursday, March, 3
Options with increasing call volume and volatility: PBR MT NAV
Options with increasing put volume and volatility: IOC DVN AMAT
RT Options Scanner shows Tesla (TSLA) June 215 call option implied volatility increased 2% to 51 according to iVolatility.
Option implied volatility has decreased for oil related companies on reports of talks between OPEC and non-OPEC oil producers are on the table potentially in the first half of April, according to a Gulf OPEC delegate, but have not been formally set just yet.
Energy Select Sector SPDR (XLE) up 2.3%. Current 30-day call IVXM is at 27, compared to a one-month ago level of 35.
Exxon Mobil (XOM) down 1.1%. Current 30-day call IVXM is at 21, compared to a one-month ago level of 29.
Chevron (CVX) down 0.28%. Current 30-day call IVXM is at 27, compared to a one-month ago level of 35 according to iVolatility.