Actionable Options Thursday, May, 3
Calls with increasing volatility movement and volume: BX HOG BAC
Puts with increasing volatility movement and volume: CBS PYPL I
VIX Futures Premium: 4.52% into April jobs report and USA China talk
S&P Dep Receipts (SPY) 30-day option implied volatility is at 14 compared to its 52-week range of 7 to 31
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18 compared to its 52-week range of 10 to 33
Option implied volatility for stocks reporting this week
Alibaba (BABA) 30-day option implied volatility is at 37 compared to its 52-week range of 23 to 43 into EPS
CBS (CBS) 30-day option implied volatility is at 31 compared to its 52-week range of 21 to 48 into EPS
Pandora (P) 30-day option implied volatility is at 73 compared to its 52-week range of 47 to 113 into EPS