Actionable Options for Wednerday, December, 31

Actionable Options for Wednersday, December, 31

 

Actionable Options for Wednersday, December, 31

Options with increasing call volume and implied volatility: QLGC NI CLF ATLS CVEO

Options with increasing put volume and implied volatility: RRC MTC DOW

The S&P 500 Top Ten Worst Performers of 2014 option implied volatility is elevated.

Transocean (RIG) -62.8% for year. Current 30-day call IVXM is at 61, compared to a one-month ago level of 56.

Denbury Resources Inc. (DNR) -52% for year. Current 30-day call IVXM is at 65, compared to a one-month ago level of 55.

Noble Corp (NE) -49.1% for year. Current 30-day call IVXM is at 54, compared to a one-month ago level of 46 according to Advanced Options at IVolatility.