Actionable Options Thursday, August, 3
Calls with increasing volatility movement and volume: EXPR TEVA SNAP
Puts with increasing volatility movement and volume: GRUB YELP SHAK
Kraft Heinz (KHC) 30-day call option implied volatility of 21 compares to volatility of 20 from a month ago into Q2
Fluor (FLR) 30-day call option implied volatility of 34 compares to volatility of 28 from a month ago into Q2
YRC Worldwide (NASDAQ: YRCW) 30-day call option implied volatility of 71 compares to volatility of 63 from a month ago into Q2
Go Pro (GRPO) 30-day call option implied volatility of 58 compares to volatility of 51 from a month ago into Q2
Valeant Pharma (VRX) 30-day call option implied volatility of 68 compares to volatility of 63 from a month ago into Q2
Snap (SNAP) 30-day call option implied volatility of 77 compares to volatility of 65 from a month ago into Q2