Actionable Options Friday, February, 17
Calls with increasing volatility movement and volume: KHC UN UL
Puts with increasing volatility movement and volume: KHC UN UL
Kraft Heinz (KHC) call put ratio 2.8 calls to 1 put, confirmed made a comprehensive proposal to Unilever about combining the two groups.
Unilever (UN) call put ratio 5.8 calls to 1 put.
Option implied volatility for companies reporting financial results next week
BHP Billiton (BHP) 30-day call option implied volatility of 29 compares to volatility of 31 from a month ago
Dish Network (DISH) 30-day call option implied volatility of 36 compares to volatility of 35 from a month ago
Dillard’s (DDS) 30-day call option implied volatility of 47 compares to volatility of 42 from a month ago
Ecolab (ECL) 30-day call option implied volatility of 17 compares to volatility of 15 from a month ago