Actionable Options for Wednesday, August, 3
Options with increasing call volume and volatility movement: PF P PSX
Options with increasing put volume and volatility movement: BYD ICE PCLN
RT Options Scanner shows: Gilead (NYSE: GILD) November 90 call option implied volatility increased 3% to 28.
Refiners option implied volatility increases as WTI trades below $40
Phillips 66 (PSX) up 2.4%. Current 30-day call IVXM is at 25 compared to a one-month ago level of 24.
Western Refining (WNR) up 2%. Current 30-day call IVXM is at 49, compared to a one-month ago level of 48.
Valero Energy (VLO) up 4%. Current 30-day call IVXM is at 29, compared to a one-month ago level of 31.
Frontier Oil (FRO) up 1.8%. Current 30-day call IVXM is at 71, compared to a one-month ago level of 65.
Marathon Oil (MRO) up 2.2%. Current 30-day call IVXM is at 56, compared to a one-month ago level of 50.
Tesoro (TSO) up 3%. Current 30-day call IVXM is at 41, compared to a one-month ago level of 35.