Actionable Options Friday, November, 17
Calls with increasing volatility movement and volume: AMD TEVA L
Puts with increasing volatility movement and volume: CBS SIX YRCW
Vipshop Holdings (VIPS) 10-day call option implied volatility is at 61; compared to its 52-week range of 34 to 69 into Q3
Palo Alto Networks (PANW) 10-day call option implied volatility is at 51; compared to its 52-week range of 22 to 52 into Q
Agilent (A) 10-day call option implied volatility is at 24; compared to its 52-week range of 16 to 32 into Q4
Intuit (INTU) 10-day call option implied volatility is at 25; compared to its 52-week range of 14 to 33 into Q1