Actionable Options for Wednesday, September, 27
Calls with increasing volatility movement and volume: GE TMUS AMBA
Puts with increasing volatility movement and volume: TTS SLCA BMS
Jabil (JBL) 10-day call option implied volatility of 29 compares to 52 high low of 59 to 7 into Q4 EPS
Pier 1 Imports (PIR) 10-day call option implied volatility of 102 compares to 52 high low of 151 to 14 into Q2 EPS
Black Berry (BBRY) 10-day call option implied volatility of 51 compares to 52 high low of 98 to 9 into Q2 EPS
McCormick & Company (MKC) 10-day call option implied volatility of 10 compares to 52 high low of 32 to 6 into Q2 EPS
Rite Aid (RAD) 10-day call option implied volatility of 84 compares to 52 high low of 230 to 8 into Q2 EPS
Con Agra (CAG) 10-day call option implied volatility of 17 compares to 52 high low of 174 to 7 into Q2 EPS