Actionable Options for Monday, January, 12

Actionable Options for Monday, January, 12

 

Actionable Options for Monday, January, 12

Options with increasing call volume and implied volatility: SNSS SIRI FRO

Options with increasing put volume and implied volatility: VLO AA MWV

RT Options Scanner shows Transocean (RIG) May 17 call option implied volatility increased 10% to 79.

Tiffany (TIF) is recently down 12.4% after lowering 2014 earnings outlook. Current 30-day call IVXM is at 28, compared to a one-month ago level of 30.

MWI Veterinary Supply (MWIV) is recently up 8% on AmerisourceBergen (ABC) acquiring for $190 per share, representing a $2.5B fully diluted equity value. Current 30-day call IVXM is at 3, compared to a one-month ago level of 29.

NPS Pharmaceuticals (NPSP) is recently up 8% on Shire (SHPG) acquiring for $46 per share or $5.2B. Current 30-day call IVXM is at 23, compared to a one-month ago level of 28.

lululemon (LULU) is recently up 8.5% after the athletic apparel retailer reported a sales acceleration during the holiday season. Current 30-day call IVXM is at 40, compared to a one-month ago level of 58 according to Advanced Options at IVolatlity.