Actionable Options for Thursday, January 20
Netflix (NFLX) IV Index mean is at 46 compared to 52-week range of 21 to 46 with 20 strikes trading more than 200 contracts into quarter results as shares rally 1.3%
Penn National Gaming (PENN) IV Index mean is at 33 compared to 52-week range of 49 to 100 with 12 strikes trading more than 100 contracts into quarter results
Las Vegas Sands (LVS) IV Index mean is at 52 compared to 52-week range of 34 to 60 with 10 strikes trading more than 110 contracts as shares rally 1.2%
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Underlying Volatility Ranker
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