Actionable Options for Tuesday, October, 25
Options with increasing call volume and volatility movement: GRUB APOL WEN
Options with increasing put volume and volatility movement: AZN AKAM PNRA
Under Armour (UA) down 14% after tempering growth expectations. Current 30-day call option implied volatility is at 32, compared to a one month ago level of 34
General Motors (GM) down 4% after saying it expects improved adjusted earnings in 2017. Current 30-day call option implied volatility is at 24, compared to a one month ago level of 21
Whirlpool (WHR) down 11% following an earnings miss. Current 30-day call option implied volatility is at 27, compared to a one month ago level of 28