Actionable Options for Thursday, January, 5
Options with increasing call volume and volatility movement: JD BABA DDS
Options with increasing put volume and volatility movement: COH VIP KSS
Retailers option implied volatility moving on recent corporate events
Sears Holdings (SHLD) 30-day call option implied volatility is at 108, compared to a one-month ago level of 122 after announcing Stanley Black & Decker (SWK) purchased its Craftsman brand.
Kohl's (KSS) 30-day call option implied volatility is at 33, compared to a one-month ago level of 33 as shares pullback 19% after lowering FY16 adjusted EPS view
Macy's (M) 30-day call option implied volatility is at 41, compared to a one-month ago level of 34 on less than expected holiday sales