Actionable Options for Thursday, November, 17

Actionable Options for Thursday, November, 17

 

Options with increasing call volume and volatility movement: VRX MNK VXX

Options with increasing put volume and volatility movement: FL CL P

RT Options Scanner shows: Hess (NYSE: HES) February 60 call option implied volatility increased 2% to 37.

Mallinckrodt (MNK) down 6%. Current 30-day call option implied volatility is at 66, compared to a one month ago level of 52 a day after issues brought by Citron Research.

Valeant Pharma (NYSE: VRX) up 0.11%. Current 30-day call option implied volatility is at 76 compared to a one month ago level of 97 after U.S. Attorney announced charges against ex-Valeant executive, ex-Philidor CEO.

Solar City (SCTY) up 2.3%. Current 30-day call option implied volatility is at 64, compared to a one month ago level of 86 into shareholder vote on Tesla's (TSLA) proposed acquisition.