Actionable Options for Tuesday, October, 3
Calls with increasing volatility movement and volume: TTS F AMZN
Puts with increasing volatility movement and volume: TTS VRX KR
PepsiCo (PEP) 10-day call option implied volatility is at 16; compared to its 52-week range of 10 to 29 into Q3
Paychex (PAYX) 10-day call option implied volatility is at 20; compared to its 52-week range of 13 to 25 into Q3
Yum China (YUMC) 10-day call option implied volatility is at 36; compared to its 52-week range of 23 to 49 into Q3
Monsanto (MON) 10-day call option implied volatility is at 9; compared to its 52-week range of 6 to 23 into Q4
International Speedway (ISCA) 10-day call option implied volatility is at 24; compared to its 52-week range of 19 to 24 into Q3
Constellation Brands (STZ) 10-day call option implied volatility is at 29; compared to its 52-week range of 17 to 32 into Q2