Actionable Options Tuesday, October, 10

 

Calls with increasing volatility movement and volume: JCI UAL C KR

Puts with increasing volatility movement and volume: KMB XLP MNKD

Straddle prices for companies reporting financial results

Barracuda Networks (CUDA) 10-day call option implied volatility is at 54; compared to its 52-week range of 32 to 83

Bank of Ozarks (OZRK) 10-day call option implied volatility is at 34; compared to its 52-week range of 27 to 41

Blackhawk Network (HAWK) 10-day call option implied volatility is at 51; compared to its 52-week range of 16 to 51

Blackrock (BLK) 10-day call option implied volatility is at 20; compared to its 52-week range of 15 to 24