Actionable Options for Friday, June, 5
Options with increasing call volume and implied volatility: ADHD SCHW ALU
Options with increasing put volume and implied volatility: CZR ARMH HOV
RT Options Scanner shows United States Oil Fund (USO) August 22 call option implied volatility decreased 5% to 33,
Treasaury index volatility is mixed as prices increase on May nonfarm payrolls rise 280K and May unemployment at 5.5%.
Proshares UltraShort Barc 20 Year Treasury ETF (TBT) up 1.69%. Current 30-day call IVXM is at 31 compared to a one-month ago level of 31.
iShares IBoxx $ Invest Grade Corp Bd Fd (LQD) down 0.45% to $116. Current 30-day call IVXM is at 8 compared to a one-month ago level of 7.
IShares Barclay 20+ YR Treasury ETF volatility elevated (TLT) down 0.87%. Current 30-day call IVXM is at 16 compared to a one-month ago level of 16 according to Advanced Options at IVolatlity.
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (TYVIX) down 6.10% to 6.16 co/h2GXo