Actionable Options Monday, December, 11

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

Important Cookie Information
We use the minimal necessary cookies to ensure that we give you the best experience on our website. You must accept cookies in order to use our website. Learn more about privacy at IVolatility.
I Accept