Actionable Options for Tuesday, July 13
Delta (DAL) IV Index mean is at 37 compared to 52-week range of 31 to 94 with 4 strikes trading more than 1K contracts into quarter results
Bank of America Corp (BAC) IV Index mean is at 27 compared to 52-week range of 24 to 51 with 12 strikes trading more than 1K contracts into quarter results
PNC (PNC) IV Index mean is at 27 compared to 52-week range of 22 to 51 with 5 strikes trading more than 100 contracts into quarter results
AMC (AMC) IV Index mean is at 173 compared to 52-week range of 72 to 600 with 25 strikes trading more than 1K contracts as shares sell off 4.4% amid reports of tighter China restrictions
Underlying Volatility Ranker
MRIN MOXC HEPA ASLN FIXX
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