Actionable Options Monday, April, 23
Calls with increasing volatility movement and volume: RF MAT AMD
Puts with increasing volatility movement and volume: CL AMGN NXPI
Option implied volatility for company’s reporting results this week
Alphabet (GOOGL) 30-day option implied volatility is at 31; compared to its 52-week range of 12 to 39 into the expected release of Q1 results today after the close
Amgen (AMGN) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 31 into the expected release of Q1 results on April 24
Biogen (BIIB) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 37 into the expected release of Q1 results on April 24
Caterpillar (CAT) 30-day option implied volatility is at 31; compared to its 52-week range of 15 to 40 into the expected release of Q1 results on April 24
Coca-Cola (KO) 30-day option implied volatility is at 18; compared to its 52-week range of 9 to 27 into the expected release of Q1 results on April 24
Corning (GLW) 30-day option implied volatility is at 32; compared to its 52-week range of 15 to 34 into the expected release of Q1 results on April 24