Actionable Options for Wednesday, August, 10
Options with increasing call volume and volatility movement: JWN JCP M
Options with increasing put volume and volatility movement: VIPS IP BABA
RT Options Scanner shows: Macy’s (M) November 40 call option implied volatility decreased 2% to 42.
Option implied volatility after EPS and outlook
JD.Com (JD) up 4%. Current 30-day call option implied volatility is at 43, compared to a one month ago level of 43.
Wendy's (WEN) down 1.3%. Current 30-day call option implied volatility is at 24, compared to a one month ago level of 34.
Perrigo (PRGO) down 10%. Current 30-day call option implied volatility is at 34, compared to a one month ago level of 45.
Michael Kors (KORS) down 0.4%. Current 30-day call option implied volatility is at 29, compared to a one month ago level of 39.
SunPower (SPWR) down 31%. Current 30-day call option implied volatility is at 66, compared to a one month ago level of 64.