Actionable Options Monday, June, 19

 

Calls with increasing volatility movement and volume: UNFI KR COST

Puts with increasing volatility movement and volume: JUNO CAG KR

RT Options Scanner shows: Kroger (KR) October 24 call option implied volatility increased 23% to 35

Amazon and Whole Foods announced a definitive merger agreement under which Amazon will buy the natural and organic grocery chain for $42 per share in a transaction valued at approximately $13.7B, including debt.

Whole Foods Market (WFM) 30-day call option implied volatility of 10 compares to volatility of 24 from a month ago

Amazon.com (AMZN) 30-day call option implied volatility of 22 compares to volatility of 16 from a month ago

Kroger (KR) 30-day call option implied volatility of 44 compares to volatility of 30 from a month ago

Sprouts Farmers Market (SFM) 30-day call option implied volatility of 47 compares to volatility of 40 from a month ago