Actionable Options for Thursday, September, 1
Options with increasing call volume and volatility movement: TWTR TSLA LULU
Options with increasing put volume and volatility movement: SFLY SWHC TLT
September weekly Treasury ETF’s 30-day option implied volatility is flat into August jobs report
iShares 20+ Year Treasury Bond Fund (TLT) up 36c to $139.96. 30-day call option implied volatility of 26 compares to volatility of 26 from a month ago.
ProShares UltraShort 20+ yr Trsry (TBT) down 19c to $30.57. 30-day call option implied volatility of 13 compares to volatility of 14 from a month ago.
SPDR S&P 500 ETF Trust (SPY) down 10c to $217.29. 30-day call option implied volatility of 11 compares to volatility of 12 from a month ago.