Actionable Options Wednesday, November, 15
Calls with increasing volatility movement and volume: JNPR TWX WEN
Puts with increasing volatility movement and volume: CBS KE VIAB
Applied Materials (AMAT) 10-day call option implied volatility is at 36; compared to its 52-week range of 19 to 39 into Q4
Abercrombie & Fitch (ANF) 10-day call option implied volatility is at 84; compared to its 52-week range of 37 to 84 into Q3
Foot Locker (FL) 10-day call option implied volatility is at 67; compared to its 52-week range of 19 to 66 into Q3
Gap (GPS) 10-day call option implied volatility is at 44; compared to its 52-week range of 28 to 51 into Q3
William-Sonoma (WSM) 10-day call option implied volatility is at 42; compared to its 52-week range of 25 to 57 into Q3
Viacom (VIAB) 10-day call option implied volatility is at 55; compared to its 52-week range of 23 to 62 into Q4