Actionable Options for Friday, March, 11
Options with increasing call volume and volatility movement: BTU CLVS ACAD
Options with increasing put volume and volatility movement: BBBY ITUB NUS
RT Options Scanner shows Yahoo (YHOO) July 39 call option implied volatility increased 2% to 40 according to IVolatility.
Large tech stocks implied volatility is low
Amgen (AMGN) up 2%. Current 30-day call IVXM is at 28, compared to a one-month ago of 37.
Amazon (AMZN) up 1.3%. Current 30-day call IVXM is at 31, compared to a one-month ago of 46.
Microsoft (MSFT) up 1.5%. Current 30-day call IVXM is at 23, compared to a one-month ago of 34.
Facebook (FB) up 1%. Current 30-day call IVXM is at 27, compared to a one-month ago of 42 according to iVolatility.