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.
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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