Actionable Options for Friday, June, 26
Options with increasing call volume and implied volatility: DHR MEI ZTS
Options with increasing put volume and implied volatility: TJX MT WFT
RT Options Scanner shows iShares Trust FTSE/Xinhua China 25 Fund (FXI) December 53 call option implied volatility increased 1% to 26 according to IVolatility.
Health insurance stock volatility is elevated a day after a Supreme Court ruling upheld Obamacare
Aetna (AET) up 0.11%. Current 30-day call IVXM is at 37 compared to a one-month ago level of 23.
Humana (HUM) down 0.49%. Current 30-day call IVXM is at 43 compared to a one-month ago level of 28.
Cigna (CI) down 0.67%. Current 30-day call IVXM is at 31 compared to a one-month ago level of 28.
UnitedHealth (UNH) up 1.1%. Current 30-day call IVXM is at 24 compared to a one-month ago level of 20 according to Advanced Options at IVolatlity.