Actionable Options Monday, December, 11
Calls with increasing volatility movement and volume: AKS OSTK XLU
Puts with increasing volatility movement and volume: BLUE URBN BLUE
Option Implied Volatility during the American Society of Hematology Meeting
Pfizer (PFE) 10-day call option implied volatility is at 13; compared to its 52-week range of 12 to 20
Merck (MRK) 10-day call option implied volatility is at 17; compared to its 52-week range of 13 to 21
Bristol-Myers (BMY) 10-day call option implied volatility is at 22; compared to its 52-week range of 17 to 34
Johnson & Johnson (JNJ) 10-day call option implied volatility is at 12; compared to its 52-week range of 10 to 17
GlaxoSmithKline (GSK) 10-day call option implied volatility is at 17; compared to its 52-week range of 12 to 24
AstraZeneca (AZN) 10-day call option implied volatility is at 17; compared to its 52-week range of 17 to 53
Sanofi-Aventis (SNY) 10-day call option implied volatility is at 16; compared to its 52-week range of 16 to 30
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