Actionable Options for Wednesday, June, 24
Options with increasing call volume and implied volatility: MU BP EBAY
Options with increasing put volume and implied volatility: AMD GNW NKE
RT Options Scanner shows BlackBerry (BBRY) October 10 call option implied volatility decreased 5% to 37
Netflix (NFLX) up 1.76% to $693 after announcing a seven-for-one stock split and Carl Icahn selling the last of his Netflix stake today. Current 30-day call IVXM is at 49 compared to a one-month ago level of 26.
Monsanto (MON) down 4.3% to $107.91 after reporting Q3 ongoing EPS of $2.39. Current 30-day call IVXM is at 21 compared to a one-month ago level of 20.
Sysco (SYY) up $3.3% to $38.83 after it’s for bid for U.S. foods blocked by a federal judge. Current 30-day call IVXM is at 17.8 compared to a one-month ago level of 18.44 according to Advanced Options at IVolatlity.