Actionable Options Friday, September, 8

Actionable Options Friday, September, 8

 

Calls with increasing volatility movement and volume: XL PGR IR

Puts with increasing volatility movement and volume: UVE TRVG LSI

Option implied volatility up into Hurricane Irma

Chubb (CB) 30-day call option implied volatility of 19 compares to volatility of 13 from a month ago

AIG (NYSE: AIG) 30-day call option implied volatility of 17 compares to volatility of 13 from a month ago

Allstate (ALL) 30-day call option implied volatility of 21 compares to volatility of 16 from a month ago

XL Group (XL) 30-day call option implied volatility of 44 compares to volatility of 16 from a month ago

Everest Re (RE) 30-day call option implied volatility of 52 compares to volatility of 18 from a month ago