Midday Unusual Options Activity Update - CLX, HUM, TSN, XL, OSK, ASML, F, SVNT, MGM, NSM, KEY
Implied Volatility Movers
Implied volatility is lower in Clorox (CLX), Humana (HUM), and Tyson (TSN).
Implied volatility is higher in XL Capital (XL), Oshkosh (OSK), and ASML.
Unusual Volume
Ford Motor (F) options volume is running 2X the usual. 176,000 contracts traded and call volume accounting for 69 percent of today's volume.
Options activity in Savient (SVNT) rose to 5X the usual, with 85,000 traded and call volume representing about 50 percent of the activity.
MGM options activity is running 2X the usual. 13,000 contracts traded and call volume accounting for about 97 percent of the activity.
Increasing volume was also seen in National Semi (NSM), Key (KEY), and Tyson (TSN).
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About Frederic Ruffy
Frederic Ruffy is a Freelance Writer and Options Trading Strategist. In addition to writing market commentary and trading-related books and articles, Fred has also worked as an instructor, educating investors on advanced topics like measuring volatility, the benefits of sector rotation and the risks and potential profits from trading around earnings. His market observations are mentioned frequently in the financial press and he currently trades stocks, futures, and options in Salt Lake City, Utah.
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