Actionable Options Wednesday, October, 25
Calls with increasing volatility movement and volume: VXX SVXY UVXY RF
Puts with increasing volatility movement and volume: TWTR URBN XRX BYD
Alphabet (GOOG) 10-day call option implied volatility is at 25; compared to its 52-week range 11 to 30 into quarterly Q3 EPS conference call
Microsoft (MSFT) 10-day call option implied volatility is at 21; compared to its 52-week range of 12 to 27 into quarterly Q3 EPS conference call
Amazon.com (AMZN) 10-day call option implied volatility is at 27; compared to its 52-week range 13 to 36 into quarterly Q3 EPS conference call
What happens when the underlying S&P 500 Index hits a circuit breaker level?
A 7% decline (Level 1 circuit breaker) in the S&P 500 Index before 2:25 p.m. CT will trigger a NYSE Rule 80B trading halt for both the cash equity market AND all U.S.-based equity index futures and options Trading will resume once trading in the cash equity market resumes, with price limits expanded to Level 2 (13%). cmegroup.com/trading/equity-index/faq-sp-500-price-limits.html
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