Actionable Options for Monday, November, 2
Options with increasing call volume and implied volatility: VRX THS TSN
Options with increasing put volume and implied volatility: CHTR PPC AKS
Volatility has decreased for company with headline moving news.
Chipotle (CMG) down 2% after closing 43 restaurants over a E. coli outbreak. Current 30-day call IVXM is at 23, compared to a one-month ago of 39.
Estee Lauder (EL) up 7% to $86.33 following a better than expected earnings report. Current 30-day call IVXM is at 22, compared to a one-month ago of 26.
Cardinal Health (CAH) up 4.6% to $85.98 following a better than expected earnings report. Current 30-day call IVXM is at 21, compared to a one-month ago of 29 according to iVolatility.