Actionable Options for Thursday, November, 3
Options with increasing call volume and volatility movement: LOCO FOSL WTW
Options with increasing put volume and volatility movement: BURL OA FEYE
RT Options Scanner shows: Alibaba (BABA) February 110 call option implied volatility decreased 5% to 28.
Facebook (FB) down 4.6% after the Q3 results beat consensus estimates, but its CFO David Wehner warned of decelerating ad revenue and increased spending in 2017. Current 30-day call option implied volatility is at 32, compared to a one-month ago level of 28.
Whole Foods (WFM) up 2% after better than expected earnings, CEO shake-up. Current 30-day call option implied volatility is at 39, compared to a one-month ago level of 34.
GoPro (GPRO) down 5% into Q3 and outlook for HERO5 sales. Current 30-day call option implied volatility is at 100, compared to a one-month ago level of 89 into Q3.