Actionable Options Friday, September, 1

 

Calls with increasing volatility movement and volume: BMY LULU GGP

Puts with increasing volatility movement and volume: SAVE NTAP XRX

Option implied volatility comes in after quarterly results and outlook

Palo Alto (PANW) 30-day call option implied volatility of 27 compares to 48 from August 31 and compares to volatility of 36 from a month ago.

Ambarella (AMBA) 30-day call option implied volatility of 41 compares to 42 from August 31 and compares to volatility of 39 from a month ago.

Lululemon (LULU) 30-day call option implied volatility of 29 compares to 55 from August 31 and compares to volatility of 34 from a month ago.