Actionable Options for Wednesday, June, 15
Options with increasing call volume and volatility movement: EXAS MJN PG
Options with increasing put volume and volatility movement: VIX BCS SYF
RT Options Scanner shows: Netflix (NFLX) September 115 call option implied volatility increased 2% to 41 according to IVolatility.
Treasury implied volatility increases
ProShares UltraShort 20+ yr Trsry (TBT) down 0.8% into FOMC policy meeting decision and next week’s Brexit vote. Current 30-day call IVXM is at 32, compared to a one-month ago level of 25.
iShares 20+ Year Treasury Bond Fund (TLT) up 0.42%. Current 30-day call IVXM is at 16, compared to a one-month ago level of 13 according to IVolatility.