Actionable Options for Friday, August 30
The RT Options Scanner shows $ALXN September 375 call IV 118 up 17%, +15 strikes +20 contracts as shares sell off 11%
after patent board opens review of Soliris patents
The RT Options Scanner can be configured to provide a lot of data by adding columns that show change, etc. for each strike
Advanced Options: $WDAY 30 days IV call 35.8 -8.4%, puts 35.4 -8.2%, +10 strikes +150 contracts as shares sell off 6%
Advanced Options: $ULTA 30 days IV call 37.7 -6.4%, puts 37.6 -6.1%, +10 strikes above +350 contracts as shares sell off 28%
after less than expected outlook
Calls with increasing volatility movement and volume: BIG TPR ENR
Puts with increasing volatility movement and volume: WDAY CP AOBC