.
Actionable Options Friday, December, 15

Actionable Options Friday, December, 15

 

Calls with increasing volatility movement and volume: UA UAA CSX

Puts with increasing volatility movement and volume: HIG CROX JBL

The major stock market indices rally on expected passage of tax reform

S&P Dep Receipts (SPY) option implied volatility is at 7; compared to its 52-week range of 7 to 14

CBOE Volatility Index (VIX) option implied volatility is at 79; compared to its 52-week range of 59 to 190

PowerShares QQQ Trust (QQQ) option implied volatility is at 12; compared to its 52-week range of 6 to 18

iPath S&P 500 VIX ST Futures ETN (VXX) option implied volatility is at 56; compared to its 52-week range of 45 to 96

VIX Futures Premium: 4.95%