Actionable Options for Thursday, October, 6
Options with increasing call volume and volatility movement: CRM TWTR WFM
Options with increasing put volume and volatility movement: ALL UVE TWTR
RT Options Scanner shows: salesforce.com (CRM) January 82.50 call option implied volatility decreased 8% to 30
Airline Stocks Option Implied Volatility into Hurricane Matthew disrupting flight patterns United Continental (UAL) down 0.11%. Current 30-day call option implied volatility is at 39, compared to a one month ago level of 31.
Delta Air Lines (DAL) down 1%. Current 30-day call option implied volatility is at 34, compared to a one month ago level of 28.
Southwest (LUV) up 0.04%. Current 30-day call option implied volatility is at 31, compared to a one month ago level of 26.
American Airlines (AAL) up 0.15%. Current 30-day call option implied volatility is at 39, compared to a one month ago level of 32.