Actionable Options for Thursday, June, 2
Options with increasing call volume and volatility movement: CAB MAR M
Options with increasing put volume and volatility movement: CC CXRX ORCL
RT Options Scanner shows: Yahoo (YHOO) October 44 call option implied volatility increased 3% to 32 according to IVolatility.
Option implied volatility for companies reporting after market close
Broadcom (AVGO) current 30-day call IVXM is at 39, compared to a one-month ago level of 41.
Cooper Companies (COO) current 30-day call IVXM is at 33, compared to a one-month ago level of 27.
Five Below (FIVE) current 30-day call IVXM is at 49, compared to a one-month ago level of 41.
Ambarella (AMBA) current 30-day call IVXM is at 53, compared to a one-month ago level of 60.
Zumiez (ZUMZ) current 30-day call IVXM is at 75 compared to a one-month ago level of 60 according to IVolatility.