Actionable Options Wednesday, March, 8
Calls with increasing volatility movement and volume: HSY GBT KATE
Puts with increasing volatility movement and volume: CIA KATE VRX
RT Options Scanner shows: Market Vectors Gold Miners ETF (GDX) May 26 call option implied volatility increased 3% to 41
Option implied volatility for stocks making headlines
Signet Jewelers (SIG) 30-day call option implied volatility of 53 compares to volatility of 42 from a month ago into the expected release of Q4 results on March 9.
Valeant Pharma (VRX) 30-day call option implied volatility of 71 compares to volatility of 82 from a month ago after Reuters reported the company is expected to announce a $2.5B junk bond sale on Thursday.
American Express (AXP) 30-day call option implied volatility of 17 compares to volatility of 17 from a month ago volatility increases into company hosted investor day.
Disney (DIS) 30-day call option implied volatility of 13 compares to volatility of 19 from a month ago into today’s annual shareholder meeting in Denver.