Actionable Options for Thursday, November, 10
RT Options Scanner shows: iPath S&P 500 VIX ST Futures ETN (VXX) January 39 call option implied volatility increased 2% to 84
Options with increasing call volume and volatility movement: HUM SCCO KATE
Options with increasing put volume and volatility movement: JWN DIS JCP
Facebook (FB) down 2%. Current 30-day call option implied volatility is at 20, compared to a one-month ago level of 29
Amazon.com (AMZN) down 4%. Current 30-day call option implied volatility is at 23, compared to a one-month ago level of 34
Apple (AAPL) down 2.6%. Current 30-day call option implied volatility is at 21, compared to a one-month ago level of 26
Netflix (NFLX) down 6%. Current 30-day call option implied volatility is at 32, compared to a one-month ago level of 52