Actionable Options Wednesday, October, 11

 

Calls with increasing volatility movement and volume: ARNC CMC DNKN

Puts with increasing volatility movement and volume: SHLD CZR IPG

Straddle prices for companies reporting financial results

JPMorgan (JPM) 10-day call option implied volatility is at 17; compared to its 52-week range of 14 to 28

Citigroup (C) 10-day call option implied volatility is at 20; compared to its 52-week range of 17 to 30

Domino’s Pizza (DPZ) 10-day call option implied volatility is at 32; compared to its 52-week range of 18 to 35