Actionable Options for Monday, July, 27
Options with increasing call volume and implied volatility: TEVA NRG SWFT
Options with increasing put volume and implied volatility: VIAB CX RAX
RT Options Scanner shows GoPro (GPRO) January 70 call option implied volatility increased 5% to 47 according to IVolatility.
Teva Pharmaceuticals (TEVA) option implied volatility is elevated after announcing the purchase of generic-drug business of Allergan (AGN) for about $40.5B in cash and stock, ending its effort to acquire rival Mylan (MYL). Allergan will receive $33.75B in cash and shares in Teva valued at $6.75B.
Allergan's (AGN) up 7.2%. Current 30-day call IVXM is at 25, compared to a one-month ago level of 21.
Teva (TEVA) up 12%. Current 30-day call IVXM is at 28, compared to a one-month ago level of 23.
Mylan (MYL) down 13.8%. Current 30-day call IVXM is at 39, compared to a one-month ago level of 34 according to Advanced Options at IVolatlity.
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