Actionable Options Wednesday, December, 20
Calls with increasing volatility movement and volume: CBS JNK NRG
Puts with increasing volatility movement and volume: MO PCG XLY
Carmax (KMX) option implied volatility is at 33; compared to its 52-week range of 21 to 47 into Q3
Finish Line (FINL) option implied volatility is at 65; compared to its 52-week range of 32 to 86 into Q3
Nike (NKE) option implied volatility is at 28; compared to its 52-week range of 15 to 31 into Q2
Bed Bath & Beyond (BBBY) option implied volatility is at 57; compared to its 52-week range of 22 to 60 into Q3
Accenture (ACN) option implied volatility is at 23; compared to its 52-week range of 23 to 34 into Q1