Actionable Options Wednesday, August, 9
Calls with increasing volatility movement and volume: PRGO CG EL
Puts with increasing volatility movement and volume: MBT AVP ALL
Kohls (KSS) 30-day call option implied volatility of 46 compares to volatility of 39 from a month ago into the expected release of EPS
Nordstrom (JWN) 30-day call option implied volatility of 45 compares to volatility of 39 from a month ago into the expected release of EPS
Macy’s (M) 30-day call option implied volatility of 53 compares to volatility of 38 from a month ago into the expected release of EPS