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
Back to All News articles