Actionable Options Thursday, December, 7

Actionable Options Thursday, December, 7

 

Calls with increasing volatility movement and volume: EIX FIVE LE CARS

Puts with increasing volatility movement and volume: LC CPB OIL

Pfizer (PFE) 10-day call option implied volatility is at 13; compared to its 52-week range of 12 to 21

Merck (MRK) 10-day call option implied volatility is at 21; compared to its 52-week range of 13 to 21

Bristol-Myers (BMY) 10-day call option implied volatility is at 25; compared to its 52-week range of 17 to 34

Johnson & Johnson (JNJ) 10-day call option implied volatility is at 13; compared to its 52-week range of 10 to 17

GlaxoSmithKline (GSK) 10-day call option implied volatility is at 16; compared to its 52-week range of 12 to 24

AstraZeneca (AZN) 10-day call option implied volatility is at 21; compared to its 52-week range of 17 to 53

Sanofi-Aventis (SNY) 10-day call option implied volatility is at 18; compared to its 52-week range of 16 to 30