Actionable Options for Monday, November, 23
Options with increasing call volume and implied volatility: BURL PTEN SIG
Options with increasing put volume and implied volatility: DLTR EA XRT
RT Options Scanner shows Chesapeake (CHK) April 6 call option implied volatility decreased 5% to 70, U.S. Steel (X) March 10 call option implied volatility increased 2% to 87 according to iVolatility.
Retailers option implied volatility is at the low end of its 30-day day range into ‘Black Friday’
Macy's (M) up 4%. Current 30-day call IVXM is at 34, compared to a one-month ago of 39.
Wal-Mart (WMT) up 1%. Current 30-day call IVXM is at 17, compared to a one-month ago of 20.
Target (TGT) up 2.6%. Current 30-day call IVXM is at 23, compared to a one-month ago of 22.
Kohl's (KSS) up 1.7%. Current 30-day call IVXM is at 33, compared to a one-month ago of 35 according to iVolatility.