Actionable Options for Wednesday, June, 22
Options with increasing call volume and volatility movement: UVXY SVXY VIX
Options with increasing put volume and volatility movement: VXX GLD EWU
RT Options Scanner shows: Valeant Pharma (VRX) October 21 call option implied volatility decreased 3% to 82 according to IVolatility.
Bank option implied volatility into Brexit vote
HSBC (HSBC) up 1%. Current 30-day call IVXM is at 35, compared to a one-month ago level of 26.
Barclays (BCS) up 1%. Current 30-day call IVXM is at 61, compared to a one-month ago level of 35.
RBS (RBS) up 2.3%. Current 30-day call IVXM is at 65, compared to a one-month ago level of 39.
iShares MSCI United Kingdom (EWU) up 1.3%. Current 30-day call IVXM is at 40, compared to a one-month ago level of 25 according to IVolatility.
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